+12.9%
KEY vs STLD
+268.5%
-255.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.6% | +4.9% | +0.4% |
| 7D | -2.5% | -12.5% | +10.0% | +2.9% |
| 30D | +4.1% | -6.8% | +10.9% | +6.8% |
| 3M | -8.4% | -16.4% | +8.0% | -2.1% |
| 6M | -2.3% | -6.1% | +3.8% | -1.5% |
| YTD | +4.6% | +32.0% | -27.4% | -10.0% |
| 1Y | +24.6% | +45.5% | -21.0% | +2.5% |
| 3Y | +112.8% | +106.5% | +6.3% | +46.8% |
| 5Y | +12.9% | +267.2% | -254.3% | -37.1% |
| All | +12.9% | +268.5% | -255.6% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling