+212.7%
KEEL vs STLA
-66.9%
+279.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.2% | -7.1% | -7.2% |
| 7D | +2.7% | -3.8% | +6.5% | +4.1% |
| 30D | +4.6% | -3.1% | +7.7% | +5.3% |
| 3M | -34.5% | -19.6% | -14.8% | -29.9% |
| 6M | +59.3% | -23.5% | +82.7% | +74.5% |
| YTD | +46.4% | -51.5% | +97.9% | +88.7% |
| 1Y | +96.6% | -39.7% | +136.2% | +114.9% |
| All | +212.7% | -66.9% | +279.6% | +331.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling