+1,020.9%
KEYS vs STLD
+1,092.9%
-71.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +2.9% | -2.8% | +5.7% | +3.8% |
| 30D | -1.3% | -10.4% | +9.1% | +2.0% |
| 3M | -0.1% | -10.6% | +10.5% | +2.9% |
| 6M | +17.4% | +32.7% | -15.3% | +6.7% |
| YTD | +62.9% | +42.8% | +20.1% | +44.2% |
| 1Y | +95.7% | +86.9% | +8.8% | +59.0% |
| 3Y | +150.2% | +143.8% | +6.4% | +85.9% |
| 5Y | +83.1% | +293.5% | -210.4% | +14.3% |
| 10Y | +1,020.9% | +1,122.7% | -101.7% | +329.3% |
| All | +1,020.9% | +1,092.9% | -71.9% | +329.3% |
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