+1,018.0%
KEYS vs STT
+271.9%
+746.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.5% |
| 7D | +3.5% | -0.4% | +3.9% | +3.7% |
| 30D | -4.5% | +1.7% | -6.2% | -5.2% |
| 3M | -0.4% | +17.9% | -18.3% | -7.5% |
| 6M | +19.1% | +55.3% | -36.2% | -2.2% |
| YTD | +66.7% | +52.7% | +14.0% | +37.7% |
| 1Y | +96.5% | +75.7% | +20.8% | +52.8% |
| 3Y | +155.2% | +197.9% | -42.8% | +57.9% |
| 5Y | +88.0% | +158.8% | -70.8% | +19.1% |
| All | +1,018.0% | +271.9% | +746.1% | +429.8% |
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 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