+14.2%
STZ vs KRMN
-41.7%
+55.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.4% | +9.7% | +0.2% |
| 7D | 0.0% | +26.2% | -26.2% | +0.3% |
| 30D | +14.7% | +34.3% | -19.6% | +14.4% |
| 3M | +8.8% | -34.6% | +43.4% | +10.5% |
| 6M | +3.1% | -35.2% | +38.2% | +5.2% |
| YTD | +7.9% | -44.6% | +52.5% | +6.7% |
| 1Y | +14.2% | -40.2% | +54.4% | +12.8% |
| All | +14.2% | -41.7% | +55.9% | +12.8% |
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