+1,333.2%
KR vs STLD
+8,684.3%
-7,351.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.3% |
| 7D | +1.5% | +3.1% | -1.6% | +1.1% |
| 30D | +4.1% | -9.0% | +13.1% | +5.1% |
| 3M | -5.2% | -12.4% | +7.1% | -4.0% |
| 6M | -12.8% | +25.5% | -38.3% | -15.4% |
| YTD | -4.6% | +43.6% | -48.2% | -9.0% |
| 1Y | -11.7% | +87.2% | -98.9% | -18.5% |
| 3Y | +36.3% | +135.2% | -99.0% | +20.4% |
| 5Y | +40.0% | +290.9% | -250.9% | +14.2% |
| 10Y | +122.2% | +1,113.5% | -991.2% | +51.6% |
| All | +1,333.2% | +8,684.3% | -7,351.0% | +520.7% |
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