+177.6%
KEEL vs STLA
-38.0%
+215.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.6% |
| 7D | +7.8% | +2.6% | +5.2% | +7.7% |
| 30D | -11.7% | -1.2% | -10.5% | -11.8% |
| 3M | -41.5% | -24.8% | -16.7% | -40.4% |
| 6M | +54.9% | -25.6% | +80.5% | +56.6% |
| YTD | +47.7% | -48.9% | +96.6% | +53.1% |
| 1Y | +177.6% | -38.8% | +216.4% | +157.9% |
| All | +177.6% | -38.0% | +215.6% | +157.9% |
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