+2,022.6%
STRL vs KEY
+40.7%
+1,981.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.6% |
| 7D | +3.4% | +2.2% | +1.2% | +2.4% |
| 30D | -9.2% | -3.0% | -6.2% | -7.9% |
| 3M | -51.0% | +3.3% | -54.4% | -51.7% |
| 6M | +15.8% | +9.2% | +6.6% | +12.0% |
| YTD | +58.9% | +10.6% | +48.2% | +52.5% |
| 1Y | +68.5% | +20.4% | +48.1% | +55.6% |
| 3Y | +485.2% | +121.8% | +363.4% | +323.5% |
| All | +2,022.6% | +40.7% | +1,981.9% | +1,628.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling