+120.8%
KR vs STLD
+1,092.9%
-972.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -3.1% | -2.8% | -0.3% | -2.8% |
| 30D | +0.6% | -10.4% | +11.0% | +1.6% |
| 3M | -9.8% | -10.6% | +0.8% | -9.0% |
| 6M | -22.1% | +32.7% | -54.8% | -24.5% |
| YTD | -8.1% | +42.8% | -50.9% | -11.6% |
| 1Y | -14.7% | +86.9% | -101.6% | -20.3% |
| 3Y | +28.6% | +143.8% | -115.2% | +14.4% |
| 5Y | +36.4% | +293.5% | -257.1% | +11.6% |
| 10Y | +120.8% | +1,122.7% | -1,001.9% | +55.1% |
| All | +120.8% | +1,092.9% | -972.1% | +55.1% |
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