+101.9%
STT vs KRMN
+32.3%
+69.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +2.2% | -3.4% | +5.6% | +2.6% |
| 30D | +3.9% | -31.8% | +35.7% | +8.9% |
| 3M | +19.2% | -20.0% | +39.2% | +21.7% |
| 6M | +60.4% | -60.5% | +120.9% | +78.2% |
| YTD | +51.5% | -45.8% | +97.2% | +56.8% |
| 1Y | +76.3% | -36.4% | +112.6% | +75.3% |
| All | +101.9% | +32.3% | +69.6% | +57.0% |
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