+26.8%
KDP vs STLD
+119.8%
-93.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +2.7% |
| 7D | -0.8% | +2.9% | -3.7% | -0.9% |
| 30D | +9.7% | -5.6% | +15.3% | +9.9% |
| 3M | +17.6% | -11.7% | +29.3% | +18.1% |
| 6M | +25.8% | -2.8% | +28.5% | +25.6% |
| YTD | +33.9% | +36.4% | -2.6% | +31.8% |
| 1Y | +38.9% | +50.0% | -11.1% | +36.3% |
| 3Y | +26.8% | +122.3% | -95.5% | +23.7% |
| All | +26.8% | +119.8% | -93.0% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling