+59.6%
KEYS vs STLA
-53.0%
+112.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.8% | -10.1% | -6.6% |
| 7D | -14.8% | -0.6% | -14.2% | -14.8% |
| 30D | -25.6% | +3.6% | -29.2% | -25.9% |
| 3M | -16.2% | -20.6% | +4.4% | -13.5% |
| 6M | -18.6% | -34.3% | +15.7% | -13.5% |
| YTD | +40.7% | -57.3% | +98.0% | +56.1% |
| 1Y | +59.6% | -52.6% | +112.3% | +65.7% |
| All | +59.6% | -53.0% | +112.6% | +65.7% |
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