+63.0%
KEYS vs STLA
-74.2%
+137.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +1.2% |
| 7D | +16.7% | -13.1% | +29.8% | +21.1% |
| 30D | -17.8% | -13.3% | -4.6% | -15.1% |
| 3M | -14.2% | -27.9% | +13.7% | -7.1% |
| 6M | -15.9% | -47.8% | +32.0% | 0.0% |
| YTD | +49.7% | -64.6% | +114.3% | +96.4% |
| 1Y | +65.3% | -64.0% | +129.3% | +115.2% |
| 3Y | +144.9% | -76.8% | +221.7% | +251.4% |
| 5Y | +63.0% | -74.2% | +137.2% | +105.6% |
| All | +63.0% | -74.2% | +137.2% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling