-52.3%
KHC vs STLD
+802.0%
-854.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -4.6% | -0.5% | -4.1% | -4.6% |
| 30D | +8.1% | -0.1% | +8.2% | +7.9% |
| 3M | 0.0% | -9.2% | +9.2% | +1.1% |
| 6M | +7.9% | +1.8% | +6.2% | +6.8% |
| YTD | +5.3% | +42.1% | -36.9% | -1.7% |
| 1Y | +5.1% | +58.5% | -53.4% | -3.6% |
| 3Y | -12.8% | +128.2% | -141.0% | -26.4% |
| 5Y | -16.2% | +288.2% | -304.4% | -39.0% |
| 10Y | -52.3% | +799.8% | -852.1% | -72.7% |
| All | -52.3% | +802.0% | -854.3% | -72.7% |
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