+6,084.7%
STRL vs KEYS
+1,095.1%
+4,989.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +2.2% |
| 7D | +10.1% | +4.4% | +5.7% | +7.6% |
| 30D | -8.2% | -2.2% | -6.0% | -6.8% |
| 3M | -43.7% | +0.5% | -44.2% | -43.2% |
| 6M | +27.1% | +22.4% | +4.7% | +18.3% |
| YTD | +64.0% | +64.1% | -0.1% | +31.4% |
| 1Y | +75.2% | +97.0% | -21.8% | +29.2% |
| 3Y | +539.9% | +152.0% | +387.9% | +324.8% |
| 5Y | +2,133.0% | +83.7% | +2,049.2% | +1,544.1% |
| 10Y | +7,178.3% | +997.9% | +6,180.4% | +2,924.0% |
| All | +6,084.7% | +1,095.1% | +4,989.7% | +2,613.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling