+119.4%
STM vs KRMN
+17.4%
+102.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.3% | +10.5% | +0.8% |
| 7D | +1.7% | -12.9% | +14.5% | +3.6% |
| 30D | -5.2% | -43.3% | +38.2% | +2.9% |
| 3M | -29.6% | -27.2% | -2.4% | -26.9% |
| 6M | +54.4% | -66.8% | +121.2% | +76.8% |
| YTD | +99.5% | -51.9% | +151.4% | +110.8% |
| 1Y | +100.8% | -43.7% | +144.4% | +102.1% |
| All | +119.4% | +17.4% | +102.0% | +78.5% |
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