+87.2%
STLD vs KRMN
-25.5%
+112.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | +3.1% | -12.3% | +15.4% | +4.4% |
| 30D | -9.0% | -27.5% | +18.5% | -6.1% |
| 3M | -12.4% | -26.5% | +14.1% | -10.1% |
| 6M | +25.5% | -59.6% | +85.1% | +35.2% |
| YTD | +43.6% | -45.4% | +89.0% | +45.5% |
| 1Y | +87.2% | -25.1% | +112.3% | +78.3% |
| All | +87.2% | -25.5% | +112.7% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling