-35.3%
KEEL vs STLA
-62.8%
+27.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.5% | +2.5% |
| 7D | +2.9% | -2.9% | +5.8% | +4.5% |
| 30D | +0.8% | +0.9% | -0.1% | -0.3% |
| 3M | -35.3% | -21.6% | -13.7% | -27.3% |
| 6M | +59.4% | -21.6% | +81.0% | +79.0% |
| YTD | +51.9% | -50.4% | +102.3% | +114.8% |
| 1Y | +75.0% | -43.6% | +118.6% | +114.9% |
| 3Y | +224.5% | -66.4% | +291.0% | +452.2% |
| All | -35.3% | -62.8% | +27.5% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling