+99.6%
STM vs KEEL
+169.0%
-69.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.3% |
| 7D | +5.8% | +7.8% | -2.0% | +4.4% |
| 30D | -1.0% | -11.7% | +10.7% | +0.6% |
| 3M | -33.3% | -41.5% | +8.2% | -28.9% |
| 6M | +57.4% | +54.9% | +2.4% | +50.0% |
| YTD | +102.2% | +47.7% | +54.5% | +92.2% |
| 1Y | +99.6% | +177.6% | -78.0% | +88.5% |
| All | +99.6% | +169.0% | -69.4% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling