+113.9%
KEY vs STLA
-74.0%
+187.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.3% | -4.5% | +3.2% | -0.3% |
| 30D | +5.1% | -3.9% | +9.0% | +5.8% |
| 3M | -7.1% | -20.2% | +13.1% | -2.8% |
| 6M | -4.4% | -42.2% | +37.8% | +7.5% |
| YTD | +4.0% | -59.3% | +63.3% | +26.3% |
| 1Y | +23.4% | -56.1% | +79.5% | +45.7% |
| 3Y | +113.9% | -73.7% | +187.6% | +146.6% |
| All | +113.9% | -74.0% | +187.9% | +146.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling