-55.4%
KHC vs STLD
+1,072.4%
-1,127.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -2.2% | +2.7% | -4.9% | -2.6% |
| 30D | -0.1% | -8.4% | +8.3% | +1.0% |
| 3M | +8.3% | -9.9% | +18.2% | +9.7% |
| 6M | +5.0% | +33.0% | -28.1% | -0.2% |
| YTD | +8.0% | +42.6% | -34.6% | +1.3% |
| 1Y | -1.1% | +80.8% | -81.9% | -10.9% |
| 3Y | -10.7% | +143.4% | -154.1% | -25.0% |
| 5Y | -13.5% | +293.4% | -306.9% | -36.5% |
| 10Y | -55.4% | +1,080.4% | -1,135.8% | -74.6% |
| All | -55.4% | +1,072.4% | -1,127.8% | -74.6% |
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