+227.8%
STRL vs KEY
+107.3%
+120.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.7% | -11.1% | -12.2% |
| 7D | -34.6% | -2.5% | -32.1% | -33.7% |
| 30D | -56.7% | +4.1% | -60.7% | -57.8% |
| 3M | -54.4% | -8.4% | -46.1% | -52.2% |
| 6M | -69.7% | -2.3% | -67.4% | -69.4% |
| YTD | -20.2% | +4.6% | -24.8% | -22.3% |
| 1Y | -40.6% | +24.6% | -65.1% | -47.7% |
| All | +227.8% | +107.3% | +120.5% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling