-7.3%
STZ vs KRMN
+49.0%
-56.3%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.7% | -1.0% |
| 7D | -0.9% | +30.8% | -31.7% | -0.9% |
| 30D | +14.9% | +40.2% | -25.3% | +14.4% |
| 3M | +8.4% | -27.8% | +36.3% | +9.9% |
| 6M | +2.8% | -24.0% | +26.8% | +4.2% |
| YTD | +7.5% | -38.9% | +46.5% | +8.6% |
| 1Y | +12.5% | -35.6% | +48.1% | +13.4% |
| All | -7.3% | +49.0% | -56.3% | -10.6% |
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