+475.8%
KMB vs STLD
+8,684.3%
-8,208.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | -3.0% | +3.1% | -6.2% | -3.3% |
| 30D | -5.5% | -9.0% | +3.5% | -4.7% |
| 3M | +14.0% | -12.4% | +26.3% | +15.1% |
| 6M | +4.1% | +25.5% | -21.4% | +1.5% |
| YTD | +8.0% | +43.6% | -35.6% | +4.0% |
| 1Y | -13.7% | +87.2% | -100.9% | -19.2% |
| 3Y | -5.9% | +135.2% | -141.2% | -14.9% |
| 5Y | -8.6% | +290.9% | -299.5% | -22.7% |
| 10Y | +17.3% | +1,113.5% | -1,096.2% | -15.7% |
| All | +475.8% | +8,684.3% | -8,208.5% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling