-54.1%
KHC vs STLD
+779.4%
-833.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.1% |
| 7D | -2.0% | -9.7% | +7.6% | -0.7% |
| 30D | +9.7% | -4.5% | +14.2% | +10.2% |
| 3M | -2.0% | -13.1% | +11.1% | -0.4% |
| 6M | +5.4% | -2.8% | +8.2% | +5.1% |
| YTD | +5.9% | +35.3% | -29.4% | -0.3% |
| 1Y | +7.5% | +51.4% | -43.9% | -0.7% |
| 3Y | -12.4% | +117.9% | -130.4% | -25.5% |
| 5Y | -15.8% | +272.6% | -288.4% | -38.3% |
| 10Y | -54.1% | +782.2% | -836.3% | -72.6% |
| All | -54.1% | +779.4% | -833.5% | -72.6% |
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 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