+283.4%
KEEL vs STLD
+944.0%
-660.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.3% |
| 7D | +7.8% | +3.1% | +4.6% | +6.2% |
| 30D | -11.7% | -9.0% | -2.7% | -8.4% |
| 3M | -41.5% | -12.4% | -29.1% | -38.7% |
| 6M | +54.9% | +25.5% | +29.4% | +38.4% |
| YTD | +47.7% | +43.6% | +4.0% | +23.9% |
| 1Y | +177.6% | +87.2% | +90.4% | +108.3% |
| 3Y | +164.9% | +135.2% | +29.7% | +84.2% |
| 5Y | -45.9% | +290.9% | -336.7% | -67.6% |
| All | +283.4% | +944.0% | -660.6% | +178.1% |
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 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