+12.2%
KEY vs STLD
+255.4%
-243.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -1.3% | -11.1% | +9.8% | +3.5% |
| 30D | +5.1% | -4.8% | +9.9% | +7.0% |
| 3M | -7.1% | -14.6% | +7.4% | -1.6% |
| 6M | -4.4% | -7.4% | +3.0% | -3.0% |
| YTD | +4.0% | +32.6% | -28.6% | -10.7% |
| 1Y | +23.4% | +47.3% | -23.9% | +1.0% |
| 3Y | +113.9% | +107.5% | +6.4% | +47.2% |
| All | +12.2% | +255.4% | -243.2% | -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