+294.5%
KEEL vs STT
+391.9%
-97.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.0% |
| 7D | +2.9% | -0.4% | +3.3% | +3.2% |
| 30D | +0.8% | +1.7% | -0.9% | -0.3% |
| 3M | -35.3% | +17.9% | -53.2% | -41.7% |
| 6M | +59.4% | +55.3% | +4.1% | +20.3% |
| YTD | +51.9% | +52.7% | -0.7% | +16.5% |
| 1Y | +75.0% | +75.7% | -0.7% | +24.2% |
| 3Y | +224.5% | +197.9% | +26.6% | +75.6% |
| 5Y | -35.9% | +158.8% | -194.7% | -62.8% |
| All | +294.5% | +391.9% | -97.4% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling