+205.7%
KEEL vs STLD
+141.4%
+64.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.7% | +8.2% | +8.0% |
| 7D | +21.5% | +2.7% | +18.8% | +18.9% |
| 30D | -3.9% | -8.4% | +4.6% | +1.5% |
| 3M | -34.1% | -9.9% | -24.2% | -30.7% |
| 6M | +82.8% | +33.0% | +49.8% | +42.2% |
| YTD | +58.7% | +42.6% | +16.1% | +16.1% |
| 1Y | +191.4% | +80.8% | +110.7% | +76.8% |
| 3Y | +205.7% | +143.4% | +62.3% | +55.3% |
| All | +205.7% | +141.4% | +64.3% | +55.3% |
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