+183.0%
KO vs STLD
+1,092.9%
-909.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -0.8% | -2.8% | +2.0% | -0.5% |
| 30D | +0.8% | -10.4% | +11.2% | +1.8% |
| 3M | +8.3% | -10.6% | +18.9% | +9.3% |
| 6M | +14.0% | +32.7% | -18.7% | +10.0% |
| YTD | +26.9% | +42.8% | -15.9% | +21.3% |
| 1Y | +32.7% | +86.9% | -54.3% | +22.8% |
| 3Y | +63.9% | +143.8% | -79.9% | +44.0% |
| 5Y | +81.7% | +293.5% | -211.8% | +45.0% |
| 10Y | +183.0% | +1,122.7% | -939.7% | +87.2% |
| All | +183.0% | +1,092.9% | -909.8% | +87.2% |
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