+723.1%
KO vs STLD
+8,177.9%
-7,454.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | +0.2% | -9.7% | +9.9% | +1.3% |
| 30D | +9.1% | -4.5% | +13.6% | +9.5% |
| 3M | +11.0% | -13.1% | +24.1% | +12.4% |
| 6M | +24.0% | -2.8% | +26.7% | +23.8% |
| YTD | +40.0% | +35.3% | +4.7% | +34.4% |
| 1Y | +39.7% | +51.4% | -11.6% | +32.4% |
| 3Y | +84.8% | +117.9% | -33.2% | +65.3% |
| 5Y | +96.8% | +272.6% | -175.8% | +62.2% |
| 10Y | +209.7% | +782.2% | -572.4% | +121.7% |
| All | +723.1% | +8,177.9% | -7,454.7% | +278.7% |
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