+1,018.0%
KEYS vs STZ
-11.3%
+1,029.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.3% |
| 7D | +3.5% | -4.5% | +8.0% | +4.8% |
| 30D | -4.5% | -8.6% | +4.1% | -2.2% |
| 3M | -0.4% | -13.8% | +13.4% | +3.4% |
| 6M | +19.1% | -17.2% | +36.3% | +24.7% |
| YTD | +66.7% | -9.4% | +76.0% | +68.3% |
| 1Y | +96.5% | -11.9% | +108.3% | +99.7% |
| 3Y | +155.2% | -49.6% | +204.8% | +208.4% |
| 5Y | +88.0% | -37.2% | +125.2% | +108.8% |
| All | +1,018.0% | -11.3% | +1,029.3% | +1,001.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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