+755.4%
KEYS vs STLA
-4.1%
+759.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.9% |
| 7D | +9.4% | -13.8% | +23.2% | +13.9% |
| 30D | -16.8% | -10.5% | -6.2% | -14.7% |
| 3M | -15.9% | -28.9% | +13.0% | -8.5% |
| 6M | -17.6% | -49.7% | +32.2% | -1.1% |
| YTD | +46.5% | -64.9% | +111.4% | +91.5% |
| 1Y | +66.9% | -64.0% | +130.9% | +116.1% |
| 3Y | +141.4% | -77.4% | +218.8% | +246.5% |
| 5Y | +59.5% | -74.4% | +133.9% | +112.7% |
| All | +755.4% | -4.1% | +759.5% | +703.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling