+46.1%
KEYS vs STLD
+255.4%
-209.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +4.0% | +4.3% |
| 7D | -11.4% | -11.1% | -0.3% | -7.4% |
| 30D | -28.7% | -4.8% | -23.9% | -27.2% |
| 3M | -19.2% | -14.6% | -4.7% | -14.6% |
| 6M | -25.8% | -7.4% | -18.4% | -24.1% |
| YTD | +33.9% | +32.6% | +1.4% | +19.9% |
| 1Y | +47.1% | +47.3% | -0.3% | +26.8% |
| 3Y | +119.4% | +107.5% | +11.9% | +66.6% |
| All | +46.1% | +255.4% | -209.3% | -6.8% |
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 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