+273.9%
STRL vs KRMN
+33.3%
+240.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.3% | +7.1% | +6.2% |
| 7D | +3.4% | -12.3% | +15.7% | +7.5% |
| 30D | -9.2% | -27.5% | +18.2% | 0.0% |
| 3M | -51.0% | -26.5% | -24.6% | -46.9% |
| 6M | +15.8% | -59.6% | +75.3% | +52.0% |
| YTD | +58.9% | -45.4% | +104.2% | +78.7% |
| 1Y | +68.5% | -25.1% | +93.6% | +67.5% |
| All | +273.9% | +33.3% | +240.7% | +169.1% |
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 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