+113.9%
KEY vs STZ
-37.2%
+151.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | -1.3% | +4.9% | -6.2% | -2.2% |
| 30D | +5.1% | +20.9% | -15.7% | +1.1% |
| 3M | -7.1% | +8.0% | -15.1% | -8.7% |
| 6M | -4.4% | -5.3% | +0.9% | -3.7% |
| YTD | +4.0% | +5.9% | -1.9% | +1.7% |
| 1Y | +23.4% | +14.2% | +9.2% | +18.6% |
| 3Y | +113.9% | -37.0% | +150.9% | +120.1% |
| All | +113.9% | -37.2% | +151.1% | +120.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling