+4,520.6%
STRL vs KEEL
+294.5%
+4,226.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.8% | +1.6% | +5.0% |
| 7D | +5.0% | +2.9% | +2.2% | +4.7% |
| 30D | -6.9% | +0.8% | -7.8% | -7.1% |
| 3M | -39.1% | -35.3% | -3.7% | -36.4% |
| 6M | +21.5% | +59.4% | -37.9% | +17.0% |
| YTD | +66.9% | +51.9% | +15.0% | +60.5% |
| 1Y | +61.6% | +75.0% | -13.4% | +52.9% |
| 3Y | +560.0% | +224.5% | +335.5% | +482.5% |
| 5Y | +2,238.9% | -35.9% | +2,274.8% | +2,009.5% |
| All | +4,520.6% | +294.5% | +4,226.1% | +3,725.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling