+211.5%
STM vs KEEL
+294.5%
-82.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | +1.2% |
| 7D | -1.4% | +2.9% | -4.3% | -1.7% |
| 30D | -4.9% | +0.8% | -5.8% | -5.2% |
| 3M | -34.0% | -35.3% | +1.3% | -31.9% |
| 6M | +51.8% | +59.4% | -7.5% | +44.3% |
| YTD | +99.4% | +51.9% | +47.4% | +89.1% |
| 1Y | +99.1% | +75.0% | +24.1% | +83.0% |
| 3Y | +19.5% | +224.5% | -205.1% | -0.3% |
| 5Y | +19.5% | -35.9% | +55.4% | +2.0% |
| All | +211.5% | +294.5% | -82.9% | +156.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling