+2.3%
STLD vs KRMN
-30.2%
+32.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -3.9% |
| 3M | -9.7% | -34.6% | +24.9% | -5.7% |
| 6M | +2.3% | -35.2% | +37.5% | +7.2% |
| All | +2.3% | -30.2% | +32.5% | +7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling