+96.5%
STM vs KRMN
-59.3%
+155.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -13.5% | +7.5% | -4.1% |
| 7D | -6.0% | -10.0% | +4.0% | -4.6% |
| 30D | -20.9% | +3.5% | -24.4% | -21.1% |
| 3M | -15.8% | -36.7% | +21.0% | -11.0% |
| 6M | -17.0% | -47.7% | +30.6% | -11.6% |
| YTD | +76.8% | -53.3% | +130.1% | +83.4% |
| 1Y | +96.5% | -59.7% | +156.1% | +110.0% |
| All | +96.5% | -59.3% | +155.8% | +110.0% |
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 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