-45.3%
KEEL vs STZ
+14.7%
-60.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.3% | -9.4% | -1.4% |
| 7D | -13.6% | +13.0% | -26.6% | -7.8% |
| 30D | -39.1% | +29.4% | -68.6% | -31.7% |
| 3M | -48.9% | +11.6% | -60.5% | -44.9% |
| 6M | -35.4% | -0.2% | -35.2% | -30.1% |
| YTD | -10.6% | +8.6% | -19.2% | -18.6% |
| 1Y | -45.3% | +15.9% | -61.2% | -53.1% |
| All | -45.3% | +14.7% | -60.0% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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