+82.4%
STLD vs KRMN
+35.0%
+47.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.4% | +8.6% | +0.3% |
| 7D | +6.9% | +26.2% | -19.4% | +2.9% |
| 30D | -1.5% | +34.3% | -35.8% | -6.0% |
| 3M | -9.7% | -34.6% | +24.9% | -5.2% |
| 6M | +2.3% | -35.2% | +37.5% | +6.6% |
| YTD | +41.0% | -44.6% | +85.7% | +44.0% |
| 1Y | +51.8% | -40.2% | +92.0% | +51.4% |
| All | +82.4% | +35.0% | +47.4% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling