-25.9%
STRL vs KEEL
-45.0%
+19.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -4.1% | -17.3% | -19.4% |
| 7D | -27.1% | -13.6% | -13.5% | -21.7% |
| 30D | -45.8% | -39.1% | -6.7% | -31.3% |
| 3M | -47.6% | -48.9% | +1.3% | -29.4% |
| 6M | -46.4% | -35.4% | -11.0% | -34.5% |
| YTD | -7.4% | -10.6% | +3.3% | -3.4% |
| 1Y | -25.9% | -45.3% | +19.5% | -5.8% |
| All | -25.9% | -45.0% | +19.1% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling