+30.3%
KR vs STLD
+141.4%
-111.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.4% |
| 7D | -1.3% | +2.7% | -3.9% | -1.2% |
| 30D | +1.5% | -8.4% | +10.0% | +1.3% |
| 3M | -8.5% | -9.9% | +1.3% | -8.7% |
| 6M | -21.9% | +33.0% | -54.9% | -20.7% |
| YTD | -6.9% | +42.6% | -49.5% | -5.4% |
| 1Y | -14.0% | +80.8% | -94.7% | -11.9% |
| 3Y | +30.3% | +143.4% | -113.1% | +29.3% |
| All | +30.3% | +141.4% | -111.1% | +29.3% |
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