-5.6%
KMB vs STLD
+135.5%
-141.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | -3.0% | +3.1% | -6.2% | -3.0% |
| 30D | -5.5% | -9.0% | +3.5% | -5.6% |
| 3M | +14.0% | -12.4% | +26.3% | +13.8% |
| 6M | +4.1% | +25.5% | -21.4% | +4.0% |
| YTD | +8.0% | +43.6% | -35.6% | +8.4% |
| 1Y | -13.7% | +87.2% | -100.9% | -12.6% |
| All | -5.6% | +135.5% | -141.1% | -3.6% |
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