+83.7%
KEYS vs STLD
+291.8%
-208.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +4.4% | +2.7% | +1.8% | +3.4% |
| 30D | -2.2% | -8.4% | +6.2% | +0.6% |
| 3M | +0.5% | -9.9% | +10.4% | +3.6% |
| 6M | +22.4% | +33.0% | -10.6% | +10.0% |
| YTD | +64.1% | +42.6% | +21.5% | +43.3% |
| 1Y | +97.0% | +80.8% | +16.2% | +58.1% |
| 3Y | +152.0% | +143.4% | +8.6% | +82.9% |
| 5Y | +83.7% | +293.4% | -209.7% | +14.7% |
| All | +83.7% | +291.8% | -208.1% | +14.7% |
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