+124.7%
STRL vs KRMN
+35.5%
+89.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -3.2% |
| 7D | +15.7% | -10.9% | +26.5% | +19.3% |
| 30D | -35.5% | +34.9% | -70.4% | -41.7% |
| 3M | -47.1% | -32.8% | -14.3% | -41.2% |
| 6M | -65.8% | -39.6% | -26.2% | -61.5% |
| YTD | -4.5% | -44.4% | +39.9% | +5.1% |
| 1Y | -10.5% | -32.2% | +21.7% | -10.1% |
| All | +124.7% | +35.5% | +89.2% | +58.2% |
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 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