-0.6%
KMB vs STLD
+255.4%
-256.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | +0.5% | -11.1% | +11.6% | +0.6% |
| 30D | +12.4% | -4.8% | +17.2% | +12.4% |
| 3M | +1.0% | -14.6% | +15.5% | +1.2% |
| 6M | +12.1% | -7.4% | +19.6% | +12.1% |
| YTD | +11.6% | +32.6% | -20.9% | +10.5% |
| 1Y | +13.1% | +47.3% | -34.2% | +11.8% |
| 3Y | +1.6% | +107.5% | -106.0% | -1.1% |
| All | -0.6% | +255.4% | -256.0% | -6.6% |
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 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