+736.3%
KO vs STLD
+8,593.6%
-7,857.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | +1.8% | -0.5% | +2.3% | +1.9% |
| 30D | +8.7% | -0.1% | +8.7% | +8.6% |
| 3M | +13.5% | -9.2% | +22.6% | +14.4% |
| 6M | +25.6% | +1.8% | +23.8% | +24.7% |
| YTD | +42.3% | +42.1% | +0.1% | +35.8% |
| 1Y | +39.9% | +58.5% | -18.6% | +31.8% |
| 3Y | +87.5% | +128.2% | -40.7% | +66.9% |
| 5Y | +99.1% | +288.2% | -189.2% | +63.4% |
| 10Y | +224.2% | +799.8% | -575.6% | +131.6% |
| All | +736.3% | +8,593.6% | -7,857.3% | +282.7% |
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