+539.5%
STRL vs KEEL
+209.2%
+330.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +8.2% | +19.3% | -11.1% | +3.2% |
| 30D | -6.3% | +9.1% | -15.4% | -8.9% |
| 3M | -41.2% | -31.5% | -9.6% | -36.0% |
| 6M | +20.4% | +75.8% | -55.5% | +6.9% |
| YTD | +61.7% | +57.9% | +3.8% | +44.4% |
| 1Y | +72.7% | +133.3% | -60.6% | +40.9% |
| All | +539.5% | +209.2% | +330.3% | +381.1% |
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 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