+361.4%
KEY vs STLA
+152.6%
+208.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +1.3% |
| 7D | +1.8% | -13.1% | +14.8% | +6.0% |
| 30D | +7.1% | -13.3% | +20.4% | +11.2% |
| 3M | -5.9% | -27.9% | +21.9% | +2.5% |
| 6M | +2.2% | -47.8% | +50.0% | +21.9% |
| YTD | +6.4% | -64.6% | +71.0% | +39.9% |
| 1Y | +24.8% | -64.0% | +88.8% | +62.7% |
| 3Y | +125.2% | -76.8% | +202.1% | +223.8% |
| 5Y | +13.0% | -74.2% | +87.1% | +54.9% |
| 10Y | +98.5% | -5.4% | +103.8% | +101.1% |
| All | +361.4% | +152.6% | +208.8% | +349.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling