+1,078.2%
KEY vs STT
+7,372.9%
-6,294.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.2% | +0.5% | +1.7% | +1.9% |
| 30D | -3.0% | +3.9% | -6.9% | -5.4% |
| 3M | +3.3% | +20.0% | -16.6% | -8.4% |
| 6M | +9.2% | +55.3% | -46.1% | -18.3% |
| YTD | +10.6% | +53.3% | -42.7% | -16.7% |
| 1Y | +20.4% | +74.7% | -54.3% | -16.8% |
| 3Y | +121.8% | +205.8% | -84.0% | +8.2% |
| 5Y | +41.1% | +145.0% | -103.9% | -20.4% |
| 10Y | +168.5% | +266.0% | -97.5% | +22.2% |
| All | +1,078.2% | +7,372.9% | -6,294.8% | +56.4% |
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 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