+123.0%
KRE vs STLD
+1,072.4%
-949.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.9% |
| 7D | +2.3% | +2.7% | -0.3% | +1.0% |
| 30D | -2.5% | -8.4% | +5.9% | +1.2% |
| 3M | +6.2% | -9.9% | +16.1% | +10.2% |
| 6M | +15.8% | +33.0% | -17.2% | -1.0% |
| YTD | +16.0% | +42.6% | -26.6% | -4.7% |
| 1Y | +16.2% | +80.8% | -64.6% | -15.4% |
| 3Y | +86.4% | +143.4% | -57.0% | +14.2% |
| 5Y | +33.0% | +293.4% | -260.5% | -41.0% |
| 10Y | +123.0% | +1,080.4% | -957.4% | -49.9% |
| All | +123.0% | +1,072.4% | -949.4% | -49.9% |
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