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  • KNX vs STLD✓SelectedUSD · STLDKNX vs STLD performance historyLatest closeAs of-2.83%09/09
Stock and ETF performance explorer

KNX vs STLD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+169.7%
STLD return
+1,092.9%
Excess return
-923.2%
Maximum drawdown
-51.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioSTLDExcessAlpha
1D-2.8%+0.2%-3.0%-2.9%
7D+2.3%-2.8%+5.1%+3.2%
30D+0.5%-10.4%+10.9%+3.6%
3M-14.1%-10.6%-3.6%-11.8%
6M+19.8%+32.7%-12.9%+8.5%
YTD+32.7%+42.8%-10.1%+17.3%
1Y+62.3%+86.9%-24.6%+31.7%
3Y+36.8%+143.8%-107.0%+1.4%
5Y+41.8%+293.5%-251.7%-11.8%
10Y+169.7%+1,122.7%-953.0%+16.0%
All+169.7%+1,092.9%-923.2%+16.0%

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