+84.8%
KO vs STLD
+115.4%
-30.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.4% |
| 7D | +0.2% | -9.7% | +9.9% | +0.1% |
| 30D | +9.1% | -4.5% | +13.6% | +9.0% |
| 3M | +11.0% | -13.1% | +24.1% | +10.8% |
| 6M | +24.0% | -2.8% | +26.7% | +23.9% |
| YTD | +40.0% | +35.3% | +4.7% | +40.5% |
| 1Y | +39.7% | +51.4% | -11.6% | +40.6% |
| 3Y | +84.8% | +117.9% | -33.2% | +86.5% |
| All | +84.8% | +115.4% | -30.6% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling