+155.5%
KEY vs STLD
+8,634.8%
-8,479.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.6% | +2.6% |
| 7D | +1.7% | -3.9% | +5.6% | +3.1% |
| 30D | +6.8% | -0.4% | +7.2% | +6.8% |
| 3M | -5.8% | -9.2% | +3.4% | -3.0% |
| 6M | +1.4% | +5.0% | -3.5% | -1.7% |
| YTD | +7.5% | +42.8% | -35.3% | -7.8% |
| 1Y | +29.6% | +60.1% | -30.5% | +6.4% |
| 3Y | +118.8% | +123.5% | -4.7% | +56.0% |
| 5Y | +16.8% | +302.0% | -285.2% | -35.1% |
| 10Y | +133.0% | +959.3% | -826.2% | -9.0% |
| All | +155.5% | +8,634.8% | -8,479.3% | -47.4% |
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