+89.3%
KRE vs STLD
+802.0%
-712.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.7% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +4.9% | -0.1% | +4.9% | +4.5% |
| 3M | -4.5% | -9.2% | +4.7% | -1.2% |
| 6M | +7.7% | +1.8% | +5.9% | +4.4% |
| YTD | +14.5% | +42.1% | -27.6% | -6.5% |
| 1Y | +21.5% | +58.5% | -37.0% | -5.9% |
| 3Y | +91.2% | +128.2% | -37.0% | +20.3% |
| 5Y | +11.8% | +288.2% | -276.5% | -50.1% |
| 10Y | +89.3% | +799.8% | -710.5% | -51.9% |
| All | +89.3% | +802.0% | -712.7% | -51.9% |
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