+266.4%
KDP vs STLD
+802.0%
-535.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.5% | +1.6% |
| 7D | +4.0% | -0.5% | +4.4% | +4.0% |
| 30D | +16.8% | -0.1% | +16.9% | +16.7% |
| 3M | +32.0% | -9.2% | +41.2% | +33.3% |
| 6M | +35.2% | +1.8% | +33.4% | +34.1% |
| YTD | +40.9% | +42.1% | -1.2% | +33.0% |
| 1Y | +47.7% | +58.5% | -10.9% | +37.2% |
| 3Y | +34.8% | +128.2% | -93.4% | +16.4% |
| 5Y | +22.6% | +288.2% | -265.6% | -6.4% |
| 10Y | +266.4% | +799.8% | -533.4% | +114.8% |
| All | +266.4% | +802.0% | -535.6% | +114.8% |
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