+131.6%
KMI vs STLD
+255.4%
-123.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.8% |
| 7D | -10.8% | -11.1% | +0.4% | -9.0% |
| 30D | -5.0% | -4.8% | -0.2% | -4.2% |
| 3M | -3.4% | -14.6% | +11.2% | -1.1% |
| 6M | -3.4% | -7.4% | +4.0% | -2.8% |
| YTD | +13.1% | +32.6% | -19.5% | +6.0% |
| 1Y | +19.0% | +47.3% | -28.3% | +9.1% |
| 3Y | +106.1% | +107.5% | -1.4% | +72.4% |
| All | +131.6% | +255.4% | -123.8% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling