+75.7%
STT vs KRMN
-43.1%
+118.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.9% |
| 7D | -0.4% | -11.8% | +11.3% | +0.6% |
| 30D | +1.7% | -43.0% | +44.7% | +7.1% |
| 3M | +17.9% | -28.8% | +46.7% | +21.0% |
| 6M | +55.3% | -66.3% | +121.6% | +69.5% |
| YTD | +52.7% | -51.8% | +104.4% | +56.2% |
| 1Y | +75.7% | -44.7% | +120.4% | +77.6% |
| All | +75.7% | -43.1% | +118.7% | +77.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling