+139.6%
KMI vs STLD
+779.4%
-639.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.4% |
| 7D | -6.5% | -9.7% | +3.1% | -3.6% |
| 30D | -5.1% | -4.5% | -0.5% | -3.8% |
| 3M | 0.0% | -13.1% | +13.1% | +3.8% |
| 6M | -0.9% | -2.8% | +1.9% | -1.4% |
| YTD | +15.4% | +35.3% | -19.9% | +2.0% |
| 1Y | +19.5% | +51.4% | -31.9% | +1.6% |
| 3Y | +116.3% | +117.9% | -1.6% | +55.6% |
| 5Y | +136.6% | +272.6% | -136.0% | +29.0% |
| 10Y | +139.6% | +782.2% | -642.6% | -19.9% |
| All | +139.6% | +779.4% | -639.8% | -19.9% |
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