+247.9%
KDP vs STLD
+761.4%
-513.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +3.0% |
| 7D | -0.8% | +2.9% | -3.7% | -1.2% |
| 30D | +9.7% | -5.6% | +15.3% | +10.4% |
| 3M | +17.6% | -11.7% | +29.3% | +19.2% |
| 6M | +25.8% | -2.8% | +28.5% | +25.5% |
| YTD | +33.9% | +36.4% | -2.6% | +27.1% |
| 1Y | +38.9% | +50.0% | -11.1% | +30.0% |
| 3Y | +26.8% | +122.3% | -95.5% | +9.8% |
| 5Y | +16.3% | +273.2% | -256.9% | -10.7% |
| All | +247.9% | +761.4% | -513.5% | +103.8% |
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