+292.8%
STRL vs KRMN
+17.6%
+275.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.6% | +2.8% | +4.6% |
| 7D | +5.0% | -11.8% | +16.8% | +8.9% |
| 30D | -6.9% | -43.0% | +36.1% | +10.5% |
| 3M | -39.1% | -28.8% | -10.2% | -33.6% |
| 6M | +21.5% | -66.3% | +87.9% | +68.9% |
| YTD | +66.9% | -51.8% | +118.7% | +94.7% |
| 1Y | +61.6% | -44.7% | +106.3% | +78.5% |
| All | +292.8% | +17.6% | +275.2% | +193.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling