+103.1%
KRE vs STLD
+779.4%
-676.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +0.8% |
| 7D | -0.4% | -9.7% | +9.3% | +4.2% |
| 30D | +6.4% | -4.5% | +11.0% | +8.3% |
| 3M | -3.1% | -13.1% | +10.0% | +2.3% |
| 6M | +6.4% | -2.8% | +9.1% | +5.4% |
| YTD | +15.3% | +35.3% | -20.0% | -3.6% |
| 1Y | +23.3% | +51.4% | -28.1% | -2.5% |
| 3Y | +93.6% | +117.9% | -24.3% | +24.4% |
| 5Y | +13.2% | +272.6% | -259.4% | -48.6% |
| 10Y | +103.1% | +782.2% | -679.1% | -48.9% |
| All | +103.1% | +779.4% | -676.3% | -48.9% |
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