+141.4%
KEYS vs STZ
-34.9%
+176.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.2% |
| 7D | +9.4% | +2.6% | +6.8% | +9.3% |
| 30D | -16.8% | +15.2% | -32.0% | -17.3% |
| 3M | -15.9% | +7.6% | -23.5% | -15.8% |
| 6M | -17.6% | +5.3% | -22.9% | -17.4% |
| YTD | +46.5% | +8.6% | +37.9% | +44.9% |
| 1Y | +66.9% | +15.6% | +51.3% | +62.8% |
| 3Y | +141.4% | -35.2% | +176.5% | +161.6% |
| All | +141.4% | -34.9% | +176.3% | +161.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling