+113.6%
KEY vs STT
+211.9%
-98.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | -0.1% |
| 7D | -0.4% | +0.9% | -1.3% | -1.3% |
| 30D | +7.2% | -2.3% | +9.5% | +9.2% |
| 3M | -4.9% | -7.0% | +2.1% | +0.9% |
| 6M | +1.1% | +15.5% | -14.4% | -11.9% |
| YTD | +6.8% | +35.6% | -28.8% | -19.9% |
| 1Y | +23.3% | +47.9% | -24.6% | -14.5% |
| 3Y | +126.1% | +181.1% | -55.0% | -11.5% |
| 5Y | +15.2% | +108.2% | -93.0% | -42.0% |
| 10Y | +113.6% | +201.0% | -87.4% | -28.0% |
| All | +113.6% | +211.9% | -98.3% | -28.0% |
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 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