+123.6%
KEY vs STZ
-47.3%
+170.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +2.2% | -1.9% | +4.1% | +2.6% |
| 30D | -3.0% | -1.9% | -1.1% | -2.7% |
| 3M | +3.3% | -6.2% | +9.6% | +4.5% |
| 6M | +9.2% | -14.0% | +23.2% | +12.5% |
| YTD | +10.6% | -5.1% | +15.8% | +10.6% |
| 1Y | +20.4% | -9.6% | +30.0% | +21.7% |
| All | +123.6% | -47.3% | +170.8% | +150.9% |
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