+11.1%
KMB vs STLD
+58.4%
-47.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.7% |
| 7D | +0.1% | -0.5% | +0.5% | +0.1% |
| 30D | +10.2% | -0.1% | +10.3% | +10.1% |
| 3M | +1.5% | -9.2% | +10.6% | +1.7% |
| 6M | +16.6% | +1.8% | +14.9% | +15.1% |
| YTD | +12.1% | +42.1% | -30.1% | +5.6% |
| 1Y | +11.1% | +58.5% | -47.5% | +2.3% |
| All | +11.1% | +58.4% | -47.3% | +2.3% |
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