+2.1%
KMB vs STLD
+119.8%
-117.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.0% |
| 7D | +0.9% | +2.9% | -2.0% | +1.0% |
| 30D | +10.1% | -5.6% | +15.6% | +10.0% |
| 3M | 0.0% | -11.7% | +11.8% | -0.2% |
| 6M | +15.7% | -2.8% | +18.5% | +15.5% |
| YTD | +12.6% | +36.4% | -23.8% | +12.9% |
| 1Y | +10.1% | +50.0% | -39.9% | +10.7% |
| 3Y | +2.1% | +122.3% | -120.2% | +2.3% |
| All | +2.1% | +119.8% | -117.7% | +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 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