-24.5%
KVUE vs STLD
+147.5%
-172.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | -5.1% | -0.9% | -4.2% | -5.1% |
| 30D | -6.3% | -8.9% | +2.6% | -6.1% |
| 3M | -0.5% | -14.0% | +13.5% | -0.1% |
| 6M | +3.1% | +30.8% | -27.7% | +1.7% |
| YTD | +6.7% | +42.3% | -35.6% | +5.0% |
| 1Y | -1.1% | +81.1% | -82.2% | -3.3% |
| 3Y | -8.7% | +149.2% | -157.9% | -12.3% |
| All | -24.5% | +147.5% | -172.0% | -28.8% |
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