+38.7%
KMB vs STLD
+779.4%
-740.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +3.1% |
| 7D | +3.4% | -9.7% | +13.1% | +3.8% |
| 30D | +14.7% | -4.5% | +19.2% | +14.9% |
| 3M | +3.3% | -13.1% | +16.4% | +3.8% |
| 6M | +16.8% | -2.8% | +19.6% | +16.7% |
| YTD | +15.2% | +35.3% | -20.1% | +13.2% |
| 1Y | +13.3% | +51.4% | -38.1% | +10.8% |
| 3Y | +5.4% | +117.9% | -112.5% | +0.5% |
| 5Y | +2.7% | +272.6% | -269.9% | -6.4% |
| 10Y | +38.7% | +782.2% | -743.5% | +17.0% |
| All | +38.7% | +779.4% | -740.7% | +17.0% |
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