+155.8%
KRE vs STLD
+2,520.9%
-2,365.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.2% |
| 7D | +1.3% | +3.1% | -1.8% | 0.0% |
| 30D | -2.7% | -9.0% | +6.3% | +0.6% |
| 3M | +8.2% | -12.4% | +20.6% | +12.8% |
| 6M | +12.8% | +25.5% | -12.7% | +1.7% |
| YTD | +17.5% | +43.6% | -26.1% | +0.1% |
| 1Y | +16.6% | +87.2% | -70.6% | -10.9% |
| 3Y | +79.5% | +135.2% | -55.8% | +23.4% |
| 5Y | +32.4% | +290.9% | -258.5% | -28.8% |
| 10Y | +124.1% | +1,113.5% | -989.3% | -24.8% |
| All | +155.8% | +2,520.9% | -2,365.1% | -48.7% |
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