-35.3%
KEEL vs STZ
-37.6%
+2.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +4.3% |
| 7D | +2.9% | -4.5% | +7.4% | +4.8% |
| 30D | +0.8% | -8.6% | +9.4% | +4.3% |
| 3M | -35.3% | -13.8% | -21.6% | -31.5% |
| 6M | +59.4% | -17.2% | +76.5% | +70.9% |
| YTD | +51.9% | -9.4% | +61.3% | +47.8% |
| 1Y | +75.0% | -11.9% | +86.9% | +72.8% |
| 3Y | +224.5% | -49.6% | +274.1% | +376.6% |
| All | -35.3% | -37.6% | +2.3% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling