+10.9%
KRE vs STLD
+255.4%
-244.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | +0.3% | -11.1% | +11.4% | +4.5% |
| 30D | +4.8% | -4.8% | +9.6% | +6.3% |
| 3M | -5.1% | -14.6% | +9.5% | -0.3% |
| 6M | +3.3% | -7.4% | +10.7% | +4.4% |
| YTD | +13.3% | +32.6% | -19.2% | -1.2% |
| 1Y | +22.9% | +47.3% | -24.5% | +2.7% |
| 3Y | +82.1% | +107.5% | -25.4% | +31.2% |
| All | +10.9% | +255.4% | -244.5% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling