-14.1%
KHC vs STLD
+274.1%
-288.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +2.7% |
| 7D | +2.0% | +2.9% | -0.9% | +1.9% |
| 30D | +10.6% | -5.6% | +16.2% | +10.8% |
| 3M | +0.5% | -11.7% | +12.2% | +1.0% |
| 6M | +12.1% | -2.8% | +14.8% | +11.9% |
| YTD | +8.9% | +36.4% | -27.5% | +6.2% |
| 1Y | +7.5% | +50.0% | -42.5% | +4.1% |
| 3Y | -10.7% | +122.3% | -133.0% | -16.6% |
| All | -14.1% | +274.1% | -288.1% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling