-45.3%
KEEL vs STLA
-53.0%
+7.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.8% | -7.9% | -3.7% |
| 7D | -13.6% | -0.6% | -12.9% | -13.5% |
| 30D | -39.1% | +3.6% | -42.7% | -39.2% |
| 3M | -48.9% | -20.6% | -28.3% | -50.8% |
| 6M | -35.4% | -34.3% | -1.1% | -38.2% |
| YTD | -10.6% | -57.3% | +46.7% | -24.5% |
| 1Y | -45.3% | -52.6% | +7.3% | -55.2% |
| All | -45.3% | -53.0% | +7.7% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling