+1,013.4%
KEY vs STT
+6,256.2%
-5,242.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.7% | +2.0% | +0.3% |
| 7D | -2.5% | -4.9% | +2.4% | +0.7% |
| 30D | +4.1% | -6.0% | +10.1% | +8.2% |
| 3M | -8.4% | -11.7% | +3.3% | -0.9% |
| 6M | -2.3% | +11.7% | -14.0% | -9.5% |
| YTD | +4.6% | +30.4% | -25.9% | -12.8% |
| 1Y | +24.6% | +43.9% | -19.4% | -2.5% |
| 3Y | +112.8% | +165.4% | -52.6% | +13.3% |
| 5Y | +12.9% | +101.0% | -88.1% | -27.7% |
| 10Y | +126.7% | +210.7% | -84.0% | +14.4% |
| All | +1,013.4% | +6,256.2% | -5,242.8% | +63.8% |
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