-12.4%
KHC vs STLD
+115.4%
-127.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.8% |
| 7D | -2.0% | -9.7% | +7.6% | -1.8% |
| 30D | +9.7% | -4.5% | +14.2% | +9.7% |
| 3M | -2.0% | -13.1% | +11.1% | -1.6% |
| 6M | +5.4% | -2.8% | +8.2% | +5.2% |
| YTD | +5.9% | +35.3% | -29.4% | +3.6% |
| 1Y | +7.5% | +51.4% | -43.9% | +4.3% |
| 3Y | -12.4% | +117.9% | -130.4% | -15.2% |
| All | -12.4% | +115.4% | -127.8% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling