+294.5%
KEEL vs STLD
+934.2%
-639.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.6% | +3.3% |
| 7D | +2.9% | -0.9% | +3.8% | +3.3% |
| 30D | +0.8% | -8.9% | +9.7% | +4.7% |
| 3M | -35.3% | -14.0% | -21.3% | -31.8% |
| 6M | +59.4% | +30.8% | +28.5% | +39.6% |
| YTD | +51.9% | +42.3% | +9.6% | +28.1% |
| 1Y | +75.0% | +81.1% | -6.1% | +33.5% |
| 3Y | +224.5% | +149.2% | +75.4% | +121.5% |
| 5Y | -35.9% | +292.9% | -328.8% | -61.6% |
| All | +294.5% | +934.2% | -639.8% | +187.4% |
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