-23.0%
KWEB vs STLD
+1,117.5%
-1,140.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | -4.3% | -3.6% | -0.7% | -3.4% |
| 30D | -13.0% | -10.1% | -2.9% | -10.8% |
| 3M | -7.6% | -11.4% | +3.9% | -5.2% |
| 6M | -21.1% | +30.8% | -52.0% | -27.4% |
| YTD | -28.2% | +40.7% | -68.9% | -35.5% |
| 1Y | -34.9% | +80.8% | -115.6% | -45.4% |
| 3Y | -0.8% | +140.2% | -140.9% | -24.9% |
| 5Y | -43.6% | +288.5% | -332.0% | -63.4% |
| All | -23.0% | +1,117.5% | -1,140.5% | -63.0% |
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