+1,058.3%
KEYS vs STLD
+1,367.6%
-309.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.9% |
| 7D | +2.3% | +3.1% | -0.9% | +1.2% |
| 30D | -2.6% | -9.0% | +6.4% | +0.1% |
| 3M | -4.6% | -12.4% | +7.7% | -1.2% |
| 6M | +8.7% | +25.5% | -16.8% | +0.8% |
| YTD | +61.0% | +43.6% | +17.4% | +42.7% |
| 1Y | +96.0% | +87.2% | +8.8% | +59.9% |
| 3Y | +144.4% | +135.2% | +9.2% | +84.6% |
| 5Y | +80.5% | +290.9% | -210.4% | +14.1% |
| 10Y | +974.9% | +1,113.5% | -138.5% | +346.0% |
| All | +1,058.3% | +1,367.6% | -309.4% | +338.0% |
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