+83.1%
KEYS vs STZ
-38.0%
+121.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +2.9% | -6.0% | +9.0% | +4.4% |
| 30D | -1.3% | -8.9% | +7.6% | +0.6% |
| 3M | -0.1% | -12.6% | +12.4% | +2.6% |
| 6M | +17.4% | -17.2% | +34.6% | +22.0% |
| YTD | +62.9% | -10.0% | +72.9% | +63.7% |
| 1Y | +95.7% | -14.3% | +110.0% | +99.5% |
| 3Y | +150.2% | -49.9% | +200.1% | +204.0% |
| 5Y | +83.1% | -38.2% | +121.3% | +96.2% |
| All | +83.1% | -38.0% | +121.0% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling