+13.0%
KEY vs STZ
-28.3%
+41.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.8% |
| 7D | -0.5% | -0.9% | +0.4% | -0.2% |
| 30D | +6.7% | +14.9% | -8.2% | +1.5% |
| 3M | -4.6% | +8.4% | -13.0% | -7.6% |
| 6M | +2.6% | +2.8% | -0.2% | +0.9% |
| YTD | +7.0% | +7.5% | -0.6% | +2.0% |
| 1Y | +23.5% | +12.5% | +10.9% | +15.3% |
| 3Y | +126.4% | -35.4% | +161.8% | +159.8% |
| 5Y | +13.0% | -29.3% | +42.3% | +13.4% |
| All | +13.0% | -28.3% | +41.3% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling