+123.6%
KEY vs STT
+207.1%
-83.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +2.2% | +0.5% | +1.7% | +1.8% |
| 30D | -3.0% | +3.9% | -6.9% | -6.2% |
| 3M | +3.3% | +20.0% | -16.6% | -12.1% |
| 6M | +9.2% | +55.3% | -46.1% | -26.6% |
| YTD | +10.6% | +53.3% | -42.7% | -25.2% |
| 1Y | +20.4% | +74.7% | -54.3% | -28.4% |
| All | +123.6% | +207.1% | -83.6% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling