+68.5%
STRL vs KEYS
+98.0%
-29.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.4% | +4.3% | +4.4% |
| 7D | +3.4% | +2.3% | +1.1% | +1.2% |
| 30D | -9.2% | -2.6% | -6.6% | -6.7% |
| 3M | -51.0% | -4.6% | -46.4% | -48.3% |
| 6M | +15.8% | +8.7% | +7.0% | +12.0% |
| YTD | +58.9% | +61.0% | -2.2% | +9.2% |
| 1Y | +68.5% | +96.0% | -27.5% | -7.9% |
| All | +68.5% | +98.0% | -29.5% | -7.9% |
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