+975.1%
KEYS vs STLA
+51.6%
+923.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +0.9% | -3.8% | +4.8% | +2.1% |
| 30D | -5.3% | -3.1% | -2.1% | -4.8% |
| 3M | +0.5% | -19.6% | +20.1% | +6.4% |
| 6M | +14.0% | -23.5% | +37.5% | +21.8% |
| YTD | +60.3% | -51.5% | +111.8% | +92.7% |
| 1Y | +91.3% | -39.7% | +131.0% | +112.7% |
| 3Y | +146.1% | -66.3% | +212.5% | +216.7% |
| 5Y | +80.8% | -63.1% | +143.9% | +118.9% |
| All | +975.1% | +51.6% | +923.5% | +765.3% |
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