+113.6%
KEY vs STLD
+779.4%
-665.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +1.5% |
| 7D | -0.4% | -9.7% | +9.3% | +5.1% |
| 30D | +7.2% | -4.5% | +11.7% | +9.5% |
| 3M | -4.9% | -13.1% | +8.2% | +1.5% |
| 6M | +1.1% | -2.8% | +3.8% | 0.0% |
| YTD | +6.8% | +35.3% | -28.5% | -13.7% |
| 1Y | +23.3% | +51.4% | -28.1% | -6.8% |
| 3Y | +126.1% | +117.9% | +8.1% | +32.5% |
| 5Y | +15.2% | +272.6% | -257.4% | -55.5% |
| 10Y | +113.6% | +782.2% | -668.6% | -58.7% |
| All | +113.6% | +779.4% | -665.8% | -58.7% |
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