+465.1%
STM vs KEY
+96.4%
+368.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | +12.0% | +2.9% | +9.1% | +10.7% |
| 30D | -0.4% | +8.4% | -8.8% | -3.8% |
| 3M | -13.2% | -5.8% | -7.4% | -10.9% |
| 6M | -26.1% | +5.4% | -31.5% | -27.7% |
| YTD | +81.2% | +7.1% | +74.1% | +75.6% |
| 1Y | +98.3% | +26.8% | +71.5% | +78.5% |
| 3Y | +16.7% | +128.7% | -112.0% | -19.7% |
| 5Y | -4.8% | +13.6% | -18.5% | -15.4% |
| All | +465.1% | +96.4% | +368.6% | +287.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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