+115.5%
KEEL vs STLD
+925.1%
-809.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -5.4% |
| 7D | +18.2% | +6.9% | +11.3% | +14.7% |
| 30D | -32.1% | -1.5% | -30.6% | -31.1% |
| 3M | -44.9% | -9.7% | -35.2% | -42.4% |
| 6M | -52.1% | +2.3% | -54.4% | -53.1% |
| YTD | -17.0% | +41.0% | -58.0% | -29.6% |
| 1Y | -38.5% | +51.8% | -90.3% | -49.4% |
| 3Y | +62.5% | +126.4% | -63.9% | +15.0% |
| 5Y | -77.3% | +285.7% | -363.0% | -86.3% |
| All | +115.5% | +925.1% | -809.7% | +58.0% |
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 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