+101.3%
STT vs KRMN
+14.6%
+86.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.0% | 0.0% |
| 7D | -1.4% | -15.1% | +13.8% | +0.6% |
| 30D | +2.2% | -44.5% | +46.7% | +9.8% |
| 3M | +18.8% | -25.0% | +43.8% | +22.1% |
| 6M | +57.9% | -66.5% | +124.5% | +79.1% |
| YTD | +51.0% | -53.0% | +104.0% | +59.0% |
| 1Y | +77.1% | -44.7% | +121.9% | +79.1% |
| All | +101.3% | +14.6% | +86.7% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling