+526.2%
STRL vs KEYS
+144.6%
+381.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -0.7% |
| 7D | +5.4% | +0.9% | +4.5% | +4.6% |
| 30D | -9.0% | -5.3% | -3.7% | -4.4% |
| 3M | -37.1% | +0.5% | -37.6% | -36.6% |
| 6M | +17.8% | +14.0% | +3.8% | +10.7% |
| YTD | +58.3% | +60.3% | -1.9% | +13.0% |
| 1Y | +61.0% | +91.3% | -30.3% | +0.7% |
| All | +526.2% | +144.6% | +381.6% | +245.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling