+140.9%
KMI vs STLD
+1,091.0%
-950.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +2.1% |
| 7D | -0.4% | +2.7% | -3.0% | -1.3% |
| 30D | +3.7% | -8.4% | +12.1% | +6.2% |
| 3M | +3.2% | -9.9% | +13.0% | +5.7% |
| 6M | -3.0% | +33.0% | -36.0% | -13.0% |
| YTD | +19.7% | +42.6% | -22.9% | +4.3% |
| 1Y | +25.6% | +80.8% | -55.1% | +0.4% |
| 3Y | +120.2% | +143.4% | -23.2% | +52.1% |
| 5Y | +160.5% | +293.4% | -132.9% | +38.8% |
| All | +140.9% | +1,091.0% | -950.1% | -35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling