-8.7%
STZ vs KRMN
+52.0%
-60.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +42.1% | -43.9% | -1.8% |
| 7D | +4.9% | +14.2% | -9.3% | +5.1% |
| 30D | +20.9% | +45.3% | -24.4% | +20.3% |
| 3M | +8.0% | -17.3% | +25.3% | +9.1% |
| 6M | -5.3% | -27.8% | +22.5% | -3.8% |
| YTD | +5.9% | -37.7% | +43.6% | +7.0% |
| 1Y | +14.2% | -39.2% | +53.4% | +15.4% |
| All | -8.7% | +52.0% | -60.8% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling