+155.0%
KMI vs STLD
+790.2%
-635.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +6.0% | +6.9% | -0.8% | +3.9% |
| 30D | -3.4% | -1.5% | -1.9% | -3.0% |
| 3M | +1.8% | -9.7% | +11.5% | +4.5% |
| 6M | +0.4% | +2.3% | -1.9% | -1.6% |
| YTD | +20.8% | +41.0% | -20.2% | +5.5% |
| 1Y | +23.0% | +51.8% | -28.8% | +4.6% |
| 3Y | +123.3% | +126.4% | -3.1% | +58.8% |
| 5Y | +149.8% | +285.7% | -135.9% | +34.9% |
| All | +155.0% | +790.2% | -635.2% | -12.8% |
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