-5.3%
STZ vs KRMN
-28.2%
+22.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +42.1% | -43.9% | +0.2% |
| 7D | +4.9% | +14.2% | -9.3% | +6.0% |
| 30D | +20.9% | +45.3% | -24.4% | +22.5% |
| 3M | +8.0% | -17.3% | +25.3% | +8.6% |
| 6M | -5.3% | -27.8% | +22.5% | -1.7% |
| All | -5.3% | -28.2% | +22.9% | -1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling