+214.3%
STM vs KEEL
+312.2%
-97.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.0% | -1.2% |
| 7D | +5.2% | +21.5% | -16.3% | +3.2% |
| 30D | -7.4% | -3.9% | -3.5% | -7.3% |
| 3M | -30.6% | -34.1% | +3.5% | -28.5% |
| 6M | +66.4% | +82.8% | -16.5% | +56.3% |
| YTD | +101.1% | +58.7% | +42.4% | +90.0% |
| 1Y | +97.4% | +191.4% | -94.0% | +73.2% |
| 3Y | +21.1% | +205.7% | -184.6% | +1.4% |
| 5Y | +22.5% | -37.0% | +59.5% | +4.2% |
| All | +214.3% | +312.2% | -97.8% | +157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling