+84.1%
STLD vs KRMN
+17.6%
+66.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.4% | +0.8% |
| 7D | -0.9% | -11.8% | +10.8% | +0.7% |
| 30D | -8.9% | -43.0% | +34.1% | -1.6% |
| 3M | -14.0% | -28.8% | +14.8% | -10.5% |
| 6M | +30.8% | -66.3% | +97.2% | +51.0% |
| YTD | +42.3% | -51.8% | +94.1% | +49.5% |
| 1Y | +81.1% | -44.7% | +125.8% | +82.0% |
| All | +84.1% | +17.6% | +66.5% | +41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling