+922.9%
KEYS vs STLD
+1,283.0%
-360.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.1% | +4.1% | +5.5% |
| 7D | -3.3% | -9.7% | +6.3% | -0.1% |
| 30D | -24.5% | -4.5% | -20.0% | -23.2% |
| 3M | -15.3% | -13.1% | -2.2% | -11.5% |
| 6M | -19.8% | -2.8% | -17.0% | -19.4% |
| YTD | +42.2% | +35.3% | +6.9% | +28.6% |
| 1Y | +59.8% | +51.4% | +8.4% | +39.6% |
| 3Y | +137.0% | +117.9% | +19.1% | +83.9% |
| 5Y | +55.5% | +272.6% | -217.1% | +0.3% |
| 10Y | +755.4% | +782.2% | -26.7% | +288.6% |
| All | +922.9% | +1,283.0% | -360.1% | +294.6% |
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