+84.7%
STLD vs KRMN
+17.4%
+67.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.3% | +11.4% | +1.7% |
| 7D | -2.8% | -12.9% | +10.1% | -1.0% |
| 30D | -10.4% | -43.3% | +32.9% | -3.1% |
| 3M | -10.6% | -27.2% | +16.6% | -7.3% |
| 6M | +32.7% | -66.8% | +99.5% | +53.5% |
| YTD | +42.8% | -51.9% | +94.7% | +50.1% |
| 1Y | +86.9% | -43.7% | +130.6% | +86.9% |
| All | +84.7% | +17.4% | +67.3% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling