+98.1%
STM vs KRMN
+35.0%
+63.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.4% | +9.8% | +1.9% |
| 7D | +16.3% | +26.2% | -9.9% | +10.9% |
| 30D | -6.3% | +34.3% | -40.6% | -11.2% |
| 3M | -14.1% | -34.6% | +20.5% | -9.9% |
| 6M | -19.6% | -35.2% | +15.6% | -16.5% |
| YTD | +80.1% | -44.6% | +124.8% | +84.1% |
| 1Y | +95.4% | -40.2% | +135.6% | +95.5% |
| All | +98.1% | +35.0% | +63.1% | +55.9% |
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