-49.9%
KHC vs STLD
+761.4%
-811.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +3.0% |
| 7D | +2.0% | +2.9% | -0.9% | +1.6% |
| 30D | +10.6% | -5.6% | +16.2% | +11.3% |
| 3M | +0.5% | -11.7% | +12.2% | +1.9% |
| 6M | +12.1% | -2.8% | +14.8% | +11.6% |
| YTD | +8.9% | +36.4% | -27.5% | +2.3% |
| 1Y | +7.5% | +50.0% | -42.5% | -0.6% |
| 3Y | -10.7% | +122.3% | -133.0% | -24.5% |
| 5Y | -13.2% | +273.2% | -286.4% | -36.5% |
| All | -49.9% | +761.4% | -811.3% | -71.5% |
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