+309.9%
KEEL vs STZ
-29.6%
+339.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +19.3% | -6.0% | +25.3% | +21.7% |
| 30D | +9.1% | -8.9% | +18.0% | +12.1% |
| 3M | -31.5% | -12.6% | -19.0% | -29.0% |
| 6M | +75.8% | -17.2% | +93.0% | +85.2% |
| YTD | +57.9% | -10.0% | +67.9% | +57.3% |
| 1Y | +133.3% | -14.3% | +147.6% | +137.0% |
| 3Y | +204.1% | -49.9% | +254.0% | +285.4% |
| 5Y | -37.5% | -38.2% | +0.7% | -24.9% |
| All | +309.9% | -29.6% | +339.6% | +365.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling