+312.2%
KEEL vs STT
+388.0%
-75.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.2% | +8.7% | +8.3% |
| 7D | +21.5% | +2.2% | +19.3% | +19.8% |
| 30D | -3.9% | +3.9% | -7.8% | -6.4% |
| 3M | -34.1% | +19.2% | -53.3% | -41.0% |
| 6M | +82.8% | +60.4% | +22.5% | +35.2% |
| YTD | +58.7% | +51.5% | +7.3% | +22.3% |
| 1Y | +191.4% | +76.3% | +115.1% | +106.6% |
| 3Y | +205.7% | +200.7% | +5.0% | +64.6% |
| 5Y | -37.0% | +157.5% | -194.5% | -63.2% |
| All | +312.2% | +388.0% | -75.8% | +223.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling