+17.7%
STM vs KEEL
+186.7%
-169.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.3% | +5.7% | -0.3% |
| 7D | -1.1% | +2.7% | -3.7% | -1.6% |
| 30D | -7.8% | +4.6% | -12.4% | -9.0% |
| 3M | -28.2% | -34.5% | +6.3% | -24.2% |
| 6M | +52.0% | +59.3% | -7.3% | +38.9% |
| YTD | +96.4% | +46.4% | +50.0% | +79.6% |
| 1Y | +98.8% | +96.6% | +2.3% | +64.9% |
| All | +17.7% | +186.7% | -169.0% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling