+12.2%
KWEB vs STLD
+1,822.3%
-1,810.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +1.0% |
| 7D | -7.8% | +2.9% | -10.8% | -8.6% |
| 30D | -6.4% | -5.6% | -0.9% | -5.3% |
| 3M | -14.6% | -11.7% | -2.9% | -12.3% |
| 6M | -25.0% | -2.8% | -22.3% | -25.5% |
| YTD | -32.7% | +36.4% | -69.1% | -39.6% |
| 1Y | -37.3% | +50.0% | -87.3% | -45.3% |
| 3Y | -5.9% | +122.3% | -128.2% | -28.6% |
| 5Y | -47.1% | +273.2% | -320.3% | -66.4% |
| 10Y | -22.3% | +763.8% | -786.1% | -64.9% |
| All | +12.2% | +1,822.3% | -1,810.1% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling