+85.8%
STLD vs KRMN
+33.3%
+52.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | +3.1% | -12.3% | +15.4% | +5.0% |
| 30D | -9.0% | -27.5% | +18.5% | -4.8% |
| 3M | -12.4% | -26.5% | +14.1% | -9.1% |
| 6M | +25.5% | -59.6% | +85.1% | +41.1% |
| YTD | +43.6% | -45.4% | +89.0% | +48.5% |
| 1Y | +87.2% | -25.1% | +112.3% | +76.4% |
| All | +85.8% | +33.3% | +52.5% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling