+292.6%
STLD vs KIM
+34.4%
+258.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +3.1% | +0.4% | +2.7% | +2.9% |
| 30D | -9.0% | -4.0% | -5.0% | -7.1% |
| 3M | -12.4% | +0.5% | -12.9% | -12.9% |
| 6M | +25.5% | +3.6% | +21.9% | +22.7% |
| YTD | +43.6% | +20.4% | +23.2% | +29.3% |
| 1Y | +87.2% | +9.7% | +77.5% | +76.9% |
| 3Y | +135.2% | +46.0% | +89.2% | +85.4% |
| All | +292.6% | +34.4% | +258.2% | +228.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling