+1,117.5%
KDP vs STLD
+893.6%
+223.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | +1.3% | +3.1% | -1.9% | +0.8% |
| 30D | +6.0% | -9.0% | +15.0% | +7.3% |
| 3M | +9.2% | -12.4% | +21.6% | +11.0% |
| 6M | +14.7% | +25.5% | -10.8% | +10.0% |
| YTD | +19.2% | +43.6% | -24.4% | +11.8% |
| 1Y | +15.2% | +87.2% | -72.0% | +3.4% |
| 3Y | +6.0% | +135.2% | -129.3% | -10.1% |
| 5Y | +5.4% | +290.9% | -285.4% | -20.4% |
| 10Y | +171.9% | +1,113.5% | -941.6% | +57.5% |
| All | +1,117.5% | +893.6% | +223.9% | +454.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling