+229.6%
KDP vs STLD
+868.9%
-639.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +2.2% | -11.1% | +13.3% | +3.7% |
| 30D | +19.9% | -4.8% | +24.7% | +20.6% |
| 3M | +21.5% | -14.6% | +36.0% | +23.6% |
| 6M | +30.1% | -7.4% | +37.5% | +30.7% |
| YTD | +34.9% | +32.6% | +2.4% | +28.8% |
| 1Y | +43.4% | +47.3% | -3.9% | +34.8% |
| 3Y | +29.1% | +107.5% | -78.5% | +13.4% |
| 5Y | +15.0% | +268.8% | -253.9% | -11.0% |
| All | +229.6% | +868.9% | -639.3% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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