+1,058.3%
KEYS vs STT
+300.8%
+757.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.3% |
| 7D | +2.3% | +0.5% | +1.8% | +2.0% |
| 30D | -2.6% | +3.9% | -6.5% | -4.2% |
| 3M | -4.6% | +20.0% | -24.6% | -12.1% |
| 6M | +8.7% | +55.3% | -46.6% | -10.8% |
| YTD | +61.0% | +53.3% | +7.7% | +32.8% |
| 1Y | +96.0% | +74.7% | +21.3% | +52.6% |
| 3Y | +144.4% | +205.8% | -61.4% | +49.1% |
| 5Y | +80.5% | +145.0% | -64.5% | +16.6% |
| 10Y | +974.9% | +266.0% | +708.9% | +422.6% |
| All | +1,058.3% | +300.8% | +757.4% | +446.0% |
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