+94.2%
KEY vs STT
+198.3%
-104.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | +2.9% | +4.8% | -1.8% | -1.2% |
| 30D | +8.4% | +3.9% | +4.5% | +4.7% |
| 3M | -5.8% | -8.2% | +2.4% | +1.1% |
| 6M | +5.4% | +15.6% | -10.2% | -8.1% |
| YTD | +7.1% | +37.6% | -30.6% | -20.7% |
| 1Y | +26.8% | +50.1% | -23.3% | -13.1% |
| 3Y | +128.7% | +183.1% | -54.4% | -11.0% |
| 5Y | +13.6% | +104.8% | -91.2% | -42.0% |
| All | +94.2% | +198.3% | -104.1% | -33.3% |
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 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