+13.0%
KEY vs STLA
-72.6%
+85.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.6% |
| 7D | -0.5% | -11.6% | +11.1% | +3.6% |
| 30D | +6.7% | -6.2% | +12.9% | +8.4% |
| 3M | -4.6% | -24.6% | +20.0% | +3.6% |
| 6M | +2.6% | -44.9% | +47.5% | +23.3% |
| YTD | +7.0% | -62.3% | +69.2% | +44.5% |
| 1Y | +23.5% | -61.8% | +85.3% | +65.2% |
| 3Y | +126.4% | -75.3% | +201.7% | +245.9% |
| 5Y | +13.0% | -72.5% | +85.5% | +56.0% |
| All | +13.0% | -72.6% | +85.6% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling