-19.7%
KWEB vs STLD
+790.2%
-809.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | -7.5% | +6.9% | -14.3% | -9.1% |
| 30D | -7.3% | -1.5% | -5.9% | -7.3% |
| 3M | -16.8% | -9.7% | -7.1% | -15.1% |
| 6M | -21.4% | +2.3% | -23.7% | -22.9% |
| YTD | -32.7% | +41.0% | -73.7% | -39.9% |
| 1Y | -38.2% | +51.8% | -90.0% | -46.0% |
| 3Y | -4.8% | +126.4% | -131.2% | -27.4% |
| 5Y | -47.1% | +285.7% | -332.9% | -66.1% |
| All | -19.7% | +790.2% | -809.9% | -59.1% |
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