+23.5%
KEY vs STZ
+15.1%
+8.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.6% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | +6.7% | +14.9% | -8.2% | +4.2% |
| 3M | -4.6% | +8.4% | -13.0% | -6.0% |
| 6M | +2.6% | +2.8% | -0.2% | +1.8% |
| YTD | +7.0% | +7.5% | -0.6% | +3.4% |
| 1Y | +23.5% | +12.5% | +10.9% | +17.6% |
| All | +23.5% | +15.1% | +8.4% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling