+83.1%
KEYS vs STLA
-63.2%
+146.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.2% |
| 7D | +2.9% | +0.4% | +2.6% | +2.7% |
| 30D | -1.3% | -5.2% | +3.9% | -0.2% |
| 3M | -0.1% | -24.9% | +24.7% | +8.2% |
| 6M | +17.4% | -25.2% | +42.5% | +26.4% |
| YTD | +62.9% | -51.4% | +114.3% | +97.4% |
| 1Y | +95.7% | -40.7% | +136.4% | +118.5% |
| 3Y | +150.2% | -66.3% | +216.5% | +223.6% |
| 5Y | +83.1% | -63.2% | +146.3% | +113.2% |
| All | +83.1% | -63.2% | +146.3% | +113.2% |
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