+272.7%
STRL vs KRMN
+14.6%
+258.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.4% |
| 7D | +5.4% | -15.1% | +20.5% | +10.6% |
| 30D | -9.0% | -44.5% | +35.5% | +8.8% |
| 3M | -37.1% | -25.0% | -12.0% | -32.6% |
| 6M | +17.8% | -66.5% | +84.4% | +63.9% |
| YTD | +58.3% | -53.0% | +111.3% | +86.2% |
| 1Y | +61.0% | -44.7% | +105.7% | +77.7% |
| All | +272.7% | +14.6% | +258.0% | +180.2% |
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 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