+94.2%
KEY vs STLD
+761.4%
-667.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +2.4% |
| 7D | +2.9% | +2.9% | 0.0% | +1.2% |
| 30D | +8.4% | -5.6% | +14.0% | +11.3% |
| 3M | -5.8% | -11.7% | +6.0% | -0.3% |
| 6M | +5.4% | -2.8% | +8.2% | +4.3% |
| YTD | +7.1% | +36.4% | -29.4% | -13.9% |
| 1Y | +26.8% | +50.0% | -23.2% | -3.6% |
| 3Y | +128.7% | +122.3% | +6.4% | +32.4% |
| 5Y | +13.6% | +273.2% | -259.6% | -56.1% |
| All | +94.2% | +761.4% | -667.2% | -61.7% |
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