-35.0%
STRL vs KEY
+24.1%
-59.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.8% |
| 7D | -26.9% | -1.3% | -25.6% | -26.3% |
| 30D | -52.7% | +5.1% | -57.8% | -54.5% |
| 3M | -52.8% | -7.1% | -45.7% | -50.0% |
| 6M | -71.5% | -4.4% | -67.1% | -70.6% |
| YTD | -17.4% | +4.0% | -21.5% | -20.1% |
| 1Y | -35.0% | +23.4% | -58.4% | -39.5% |
| All | -35.0% | +24.1% | -59.1% | -39.5% |
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