+96.0%
KEYS vs STLA
-38.0%
+134.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.2% |
| 7D | +2.3% | +2.6% | -0.3% | +1.9% |
| 30D | -2.6% | -1.2% | -1.4% | -2.4% |
| 3M | -4.6% | -24.8% | +20.1% | -0.1% |
| 6M | +8.7% | -25.6% | +34.3% | +13.2% |
| YTD | +61.0% | -48.9% | +110.0% | +75.4% |
| 1Y | +96.0% | -38.8% | +134.8% | +102.8% |
| All | +96.0% | -38.0% | +134.0% | +102.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling