+131.6%
STLD vs KIM
+66.0%
+65.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.5% | -1.0% | +0.5% | -0.1% |
| 30D | -0.1% | +14.8% | -14.8% | -5.6% |
| 3M | -9.2% | +8.1% | -17.3% | -12.1% |
| 6M | +1.8% | +11.7% | -9.9% | -3.1% |
| YTD | +42.1% | +30.7% | +11.4% | +25.7% |
| 1Y | +58.5% | +29.7% | +28.8% | +40.6% |
| All | +131.6% | +66.0% | +65.6% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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