+2,897.5%
KNX vs STLD
+8,684.3%
-5,786.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.2% |
| 7D | +7.4% | +3.1% | +4.2% | +6.5% |
| 30D | +2.0% | -9.0% | +10.9% | +4.1% |
| 3M | -7.9% | -12.4% | +4.5% | -5.4% |
| 6M | +14.4% | +25.5% | -11.1% | +7.5% |
| YTD | +38.9% | +43.6% | -4.7% | +26.1% |
| 1Y | +65.9% | +87.2% | -21.3% | +40.9% |
| 3Y | +35.8% | +135.2% | -99.4% | +8.3% |
| 5Y | +43.3% | +290.9% | -247.5% | -1.4% |
| 10Y | +179.6% | +1,113.5% | -933.8% | +39.8% |
| All | +2,897.5% | +8,684.3% | -5,786.8% | +746.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling