+7.5%
KHC vs STLD
+46.8%
-39.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +2.4% |
| 7D | +2.0% | +2.9% | -0.9% | +2.2% |
| 30D | +10.6% | -5.6% | +16.2% | +10.3% |
| 3M | +0.5% | -11.7% | +12.2% | +0.3% |
| 6M | +12.1% | -2.8% | +14.8% | +12.0% |
| YTD | +8.9% | +36.4% | -27.5% | +8.7% |
| 1Y | +7.5% | +50.0% | -42.5% | +3.4% |
| All | +7.5% | +46.8% | -39.3% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling