+43.4%
KO vs STLD
+46.8%
-3.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +1.9% |
| 7D | +3.7% | +2.9% | +0.8% | +3.7% |
| 30D | +8.1% | -5.6% | +13.7% | +8.2% |
| 3M | +14.2% | -11.7% | +25.9% | +14.4% |
| 6M | +25.2% | -2.8% | +28.0% | +24.6% |
| YTD | +44.7% | +36.4% | +8.3% | +39.8% |
| 1Y | +43.4% | +50.0% | -6.6% | +35.7% |
| All | +43.4% | +46.8% | -3.4% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling