-25.9%
STRL vs KEYS
+55.9%
-81.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -6.3% | -15.1% | -14.9% |
| 7D | -27.1% | -14.8% | -12.3% | -13.0% |
| 30D | -45.8% | -25.6% | -20.2% | -25.9% |
| 3M | -47.6% | -16.2% | -31.4% | -36.1% |
| 6M | -46.4% | -18.6% | -27.8% | -32.1% |
| YTD | -7.4% | +40.7% | -48.1% | -24.2% |
| 1Y | -25.9% | +59.6% | -85.5% | -44.5% |
| All | -25.9% | +55.9% | -81.8% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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