-42.2%
KWEB vs STLD
+294.2%
-336.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | -1.3% | +2.7% | -3.9% | -2.1% |
| 30D | -11.5% | -8.4% | -3.1% | -9.5% |
| 3M | -2.9% | -9.9% | +7.0% | -0.7% |
| 6M | -14.6% | +33.0% | -47.7% | -22.5% |
| YTD | -25.5% | +42.6% | -68.1% | -34.1% |
| 1Y | -31.1% | +80.8% | -111.8% | -43.4% |
| 3Y | +3.0% | +143.4% | -140.4% | -25.4% |
| All | -42.2% | +294.2% | -336.4% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling