-38.2%
KEEL vs STT
+153.4%
-191.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -6.9% |
| 7D | +2.7% | -1.4% | +4.0% | +4.2% |
| 30D | +4.6% | +2.2% | +2.4% | +2.0% |
| 3M | -34.5% | +18.8% | -53.3% | -45.8% |
| 6M | +59.3% | +57.9% | +1.3% | -4.7% |
| YTD | +46.4% | +51.0% | -4.6% | -7.5% |
| 1Y | +96.6% | +77.1% | +19.4% | +5.7% |
| 3Y | +182.0% | +199.8% | -17.9% | -11.6% |
| 5Y | -38.2% | +156.0% | -194.2% | -79.0% |
| All | -38.2% | +153.4% | -191.6% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling