-22.8%
STZ vs KRMN
+32.3%
-55.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.6% |
| 7D | -7.4% | -3.4% | -4.0% | -7.3% |
| 30D | -10.9% | -31.8% | +21.0% | -9.9% |
| 3M | -13.4% | -20.0% | +6.6% | -13.0% |
| 6M | -16.2% | -60.5% | +44.3% | -13.5% |
| YTD | -10.4% | -45.8% | +35.3% | -9.6% |
| 1Y | -14.8% | -36.4% | +21.6% | -14.6% |
| All | -22.8% | +32.3% | -55.1% | -25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling