+65.7%
KR vs STLD
+115.4%
-49.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.5% |
| 7D | -0.5% | -9.7% | +9.2% | -0.9% |
| 30D | +10.3% | -4.5% | +14.9% | +10.2% |
| 3M | +20.7% | -13.1% | +33.8% | +20.2% |
| 6M | +4.9% | -2.8% | +7.6% | +5.2% |
| YTD | +10.7% | +35.3% | -24.6% | +12.7% |
| 1Y | +7.2% | +51.4% | -44.2% | +9.5% |
| 3Y | +65.7% | +117.9% | -52.3% | +64.8% |
| All | +65.7% | +115.4% | -49.7% | +64.8% |
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