+162.9%
KEY vs STLD
+8,684.3%
-8,521.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | +2.2% | +3.1% | -0.9% | +1.0% |
| 30D | -3.0% | -9.0% | +6.0% | +0.2% |
| 3M | +3.3% | -12.4% | +15.7% | +7.7% |
| 6M | +9.2% | +25.5% | -16.3% | -1.0% |
| YTD | +10.6% | +43.6% | -33.0% | -5.0% |
| 1Y | +20.4% | +87.2% | -66.8% | -6.8% |
| 3Y | +121.8% | +135.2% | -13.4% | +55.5% |
| 5Y | +41.1% | +290.9% | -249.7% | -20.8% |
| 10Y | +168.5% | +1,113.5% | -944.9% | +0.7% |
| All | +162.9% | +8,684.3% | -8,521.4% | -45.8% |
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