+312.2%
KEEL vs STLA
-28.7%
+340.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.1% | +10.6% | +8.9% |
| 7D | +21.5% | +0.7% | +20.8% | +21.0% |
| 30D | -3.9% | -2.4% | -1.5% | -3.4% |
| 3M | -34.1% | -23.9% | -10.2% | -26.5% |
| 6M | +82.8% | -24.6% | +107.5% | +105.1% |
| YTD | +58.7% | -50.5% | +109.2% | +110.1% |
| 1Y | +191.4% | -39.8% | +231.3% | +236.3% |
| 3Y | +205.7% | -65.6% | +271.4% | +364.6% |
| 5Y | -37.0% | -62.1% | +25.1% | -11.3% |
| All | +312.2% | -28.7% | +340.9% | +562.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling