+7,161.0%
STRL vs KEY
+168.7%
+6,992.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.6% |
| 7D | +3.4% | +2.2% | +1.2% | +2.2% |
| 30D | -9.2% | -3.0% | -6.2% | -7.7% |
| 3M | -51.0% | +3.3% | -54.4% | -51.8% |
| 6M | +15.8% | +9.2% | +6.6% | +11.4% |
| YTD | +58.9% | +10.6% | +48.2% | +51.4% |
| 1Y | +68.5% | +20.4% | +48.1% | +53.4% |
| 3Y | +485.2% | +121.8% | +363.4% | +282.6% |
| 5Y | +2,005.1% | +41.1% | +1,964.0% | +1,525.7% |
| All | +7,161.0% | +168.7% | +6,992.3% | +3,726.4% |
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