-16.2%
KHC vs STLD
+291.0%
-307.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.0% |
| 3M | 0.0% | -9.2% | +9.2% | +0.4% |
| 6M | +7.9% | +1.8% | +6.2% | +7.5% |
| YTD | +5.3% | +42.1% | -36.9% | +2.4% |
| 1Y | +5.1% | +58.5% | -53.4% | +1.5% |
| 3Y | -12.8% | +128.2% | -141.0% | -18.5% |
| 5Y | -16.2% | +288.2% | -304.4% | -25.7% |
| All | -16.2% | +291.0% | -307.2% | -25.7% |
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 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