+55.0%
STLD vs KRMN
-39.8%
+94.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.4% | +8.6% | -0.1% |
| 7D | +6.9% | +26.2% | -19.4% | +4.5% |
| 30D | -1.5% | +34.3% | -35.8% | -4.1% |
| 3M | -9.7% | -34.6% | +24.9% | -6.9% |
| 6M | +2.3% | -35.2% | +37.5% | +4.9% |
| YTD | +41.0% | -44.6% | +85.7% | +39.6% |
| All | +55.0% | -39.8% | +94.8% | +44.2% |
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