-6.4%
STZ vs KRMN
+35.5%
-41.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | +2.6% | -10.9% | +13.4% | +2.6% |
| 30D | +15.2% | +34.9% | -19.7% | +14.6% |
| 3M | +7.6% | -32.8% | +40.4% | +9.1% |
| 6M | +5.3% | -39.6% | +44.8% | +7.3% |
| YTD | +8.6% | -44.4% | +53.1% | +9.7% |
| 1Y | +15.6% | -32.2% | +47.8% | +15.9% |
| All | -6.4% | +35.5% | -41.9% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling