+340.6%
STRL vs KEEL
+53.7%
+286.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.6% | -1.7% |
| 7D | +15.7% | -0.5% | +16.2% | +15.9% |
| 30D | -35.5% | -27.1% | -8.4% | -29.4% |
| 3M | -47.1% | -43.8% | -3.3% | -38.2% |
| 6M | -65.8% | -55.2% | -10.6% | -57.6% |
| YTD | -4.5% | -20.9% | +16.3% | +3.1% |
| 1Y | -10.5% | -28.5% | +18.0% | -2.1% |
| 3Y | +340.6% | +66.1% | +274.5% | +326.8% |
| All | +340.6% | +53.7% | +286.9% | +326.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling