+506.0%
KMB vs STLD
+7,971.8%
-7,465.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.6% | +9.1% | +2.2% |
| 7D | +0.4% | -12.5% | +12.9% | +1.6% |
| 30D | +14.1% | -6.8% | +21.0% | +14.8% |
| 3M | -0.5% | -16.4% | +15.8% | +0.9% |
| 6M | +16.6% | -6.1% | +22.7% | +16.7% |
| YTD | +13.7% | +32.0% | -18.3% | +10.1% |
| 1Y | +16.1% | +45.5% | -29.5% | +11.3% |
| 3Y | +4.7% | +106.5% | -101.8% | -4.1% |
| 5Y | +1.5% | +267.2% | -265.6% | -13.7% |
| 10Y | +40.5% | +878.9% | -838.4% | +3.2% |
| All | +506.0% | +7,971.8% | -7,465.8% | +188.5% |
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