-1.2%
KWEB vs STLD
+140.5%
-141.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | -3.6% | -2.8% | -0.8% | -3.0% |
| 30D | -14.9% | -10.4% | -4.5% | -12.9% |
| 3M | -5.4% | -10.6% | +5.2% | -3.3% |
| 6M | -18.9% | +32.7% | -51.6% | -25.4% |
| YTD | -27.2% | +42.8% | -70.0% | -34.7% |
| 1Y | -34.2% | +86.9% | -121.2% | -45.2% |
| All | -1.2% | +140.5% | -141.8% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling