+3,988.2%
STRL vs KEY
+121.9%
+3,866.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.7% | +12.3% | +13.6% |
| 7D | -13.3% | -0.4% | -13.0% | -13.1% |
| 30D | -43.3% | +7.2% | -50.5% | -45.4% |
| 3M | -46.9% | -4.9% | -42.0% | -45.6% |
| 6M | -65.6% | +1.1% | -66.7% | -65.9% |
| YTD | -5.1% | +6.8% | -11.9% | -8.2% |
| 1Y | -23.1% | +23.3% | -46.4% | -31.0% |
| 3Y | +346.8% | +126.1% | +220.8% | +190.3% |
| 5Y | +907.2% | +15.2% | +892.0% | +768.8% |
| 10Y | +3,988.2% | +113.6% | +3,874.6% | +2,491.9% |
| All | +3,988.2% | +121.9% | +3,866.3% | +2,491.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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