-24.4%
STRL vs KEY
+22.7%
-47.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.7% | +12.3% | +12.9% |
| 7D | -13.3% | -0.4% | -13.0% | -13.1% |
| 30D | -43.3% | +7.2% | -50.5% | -46.3% |
| 3M | -46.9% | -4.9% | -42.0% | -44.5% |
| 6M | -65.6% | +1.1% | -66.7% | -66.1% |
| YTD | -5.1% | +6.8% | -11.9% | -10.5% |
| All | -24.4% | +22.7% | -47.1% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling