+177.6%
KEEL vs STLD
+89.3%
+88.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.5% |
| 7D | +7.8% | +3.1% | +4.6% | +5.7% |
| 30D | -11.7% | -9.0% | -2.7% | -6.8% |
| 3M | -41.5% | -12.4% | -29.1% | -36.5% |
| 6M | +54.9% | +25.5% | +29.4% | +28.7% |
| YTD | +47.7% | +43.6% | +4.0% | +9.8% |
| 1Y | +177.6% | +87.2% | +90.4% | +81.1% |
| All | +177.6% | +89.3% | +88.3% | +81.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling