+113.6%
KEY vs STLA
+21.0%
+92.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | -0.4% | -6.4% | +6.0% | +2.4% |
| 30D | +7.2% | -1.3% | +8.6% | +7.1% |
| 3M | -4.9% | -19.9% | +15.0% | +2.8% |
| 6M | +1.1% | -42.9% | +44.0% | +25.2% |
| YTD | +6.8% | -59.4% | +66.2% | +49.3% |
| 1Y | +23.3% | -56.8% | +80.1% | +66.2% |
| 3Y | +126.1% | -73.1% | +199.1% | +256.9% |
| 5Y | +15.2% | -70.1% | +85.3% | +67.0% |
| 10Y | +113.6% | +19.8% | +93.8% | +84.0% |
| All | +113.6% | +21.0% | +92.6% | +84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling