+154.7%
KMI vs STLD
+292.4%
-137.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -0.5% | +3.1% | -3.7% | -1.1% |
| 30D | +0.9% | -9.0% | +9.9% | +2.4% |
| 3M | 0.0% | -12.4% | +12.3% | +1.9% |
| 6M | -5.7% | +25.5% | -31.2% | -10.3% |
| YTD | +17.5% | +43.6% | -26.1% | +8.5% |
| 1Y | +22.3% | +87.2% | -64.9% | +6.6% |
| 3Y | +111.9% | +135.2% | -23.3% | +72.1% |
| All | +154.7% | +292.4% | -137.7% | +81.1% |
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