+1.5%
KMB vs STLD
+268.5%
-266.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.6% | +9.1% | +1.6% |
| 7D | +0.4% | -12.5% | +12.9% | +0.6% |
| 30D | +14.1% | -6.8% | +21.0% | +14.2% |
| 3M | -0.5% | -16.4% | +15.8% | -0.3% |
| 6M | +16.6% | -6.1% | +22.7% | +16.5% |
| YTD | +13.7% | +32.0% | -18.3% | +12.6% |
| 1Y | +16.1% | +45.5% | -29.5% | +14.7% |
| 3Y | +4.7% | +106.5% | -101.8% | +2.0% |
| 5Y | +1.5% | +267.2% | -265.6% | -4.9% |
| All | +1.5% | +268.5% | -266.9% | -4.9% |
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