+18.3%
STM vs KEEL
-34.6%
+52.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | +0.9% |
| 7D | -1.4% | +2.9% | -4.3% | -2.0% |
| 30D | -4.9% | +0.8% | -5.8% | -5.5% |
| 3M | -34.0% | -35.3% | +1.3% | -30.1% |
| 6M | +51.8% | +59.4% | -7.5% | +37.4% |
| YTD | +99.4% | +51.9% | +47.4% | +79.4% |
| 1Y | +99.1% | +75.0% | +24.1% | +66.9% |
| 3Y | +19.5% | +224.5% | -205.1% | -21.7% |
| All | +18.3% | -34.6% | +52.9% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling