-10.5%
STRL vs KEY
+25.9%
-36.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.5% |
| 7D | +15.7% | +2.9% | +12.7% | +13.4% |
| 30D | -35.5% | +8.4% | -43.9% | -39.3% |
| 3M | -47.1% | -5.8% | -41.4% | -44.4% |
| 6M | -65.8% | +5.4% | -71.2% | -67.3% |
| YTD | -4.5% | +7.1% | -11.6% | -8.4% |
| 1Y | -10.5% | +26.8% | -37.3% | -15.6% |
| All | -10.5% | +25.9% | -36.4% | -15.6% |
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