+141.4%
KEYS vs STT
+182.6%
-41.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | +9.4% | +4.8% | +4.6% | +6.1% |
| 30D | -16.8% | +3.9% | -20.7% | -18.6% |
| 3M | -15.9% | -8.2% | -7.7% | -10.9% |
| 6M | -17.6% | +15.6% | -33.2% | -25.0% |
| YTD | +46.5% | +37.6% | +8.9% | +18.3% |
| 1Y | +66.9% | +50.1% | +16.8% | +27.3% |
| 3Y | +141.4% | +183.1% | -41.7% | +31.5% |
| All | +141.4% | +182.6% | -41.2% | +31.5% |
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