+27.5%
KWEB vs STLD
+1,923.3%
-1,895.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.4% |
| 7D | -1.0% | +3.1% | -4.2% | -1.9% |
| 30D | -8.7% | -9.0% | +0.3% | -6.6% |
| 3M | -4.0% | -12.4% | +8.4% | -1.1% |
| 6M | -13.1% | +25.5% | -38.6% | -19.5% |
| YTD | -23.5% | +43.6% | -67.1% | -32.0% |
| 1Y | -27.2% | +87.2% | -114.3% | -40.2% |
| 3Y | -2.1% | +135.2% | -137.4% | -26.6% |
| 5Y | -40.8% | +290.9% | -331.7% | -62.8% |
| 10Y | -17.5% | +1,113.5% | -1,130.9% | -66.7% |
| All | +27.5% | +1,923.3% | -1,895.8% | -59.3% |
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 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