+98.3%
STM vs KEY
+25.9%
+72.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.2% |
| 7D | +12.0% | +2.9% | +9.1% | +10.0% |
| 30D | -0.4% | +8.4% | -8.8% | -5.0% |
| 3M | -13.2% | -5.8% | -7.4% | -9.4% |
| 6M | -26.1% | +5.4% | -31.5% | -28.2% |
| YTD | +81.2% | +7.1% | +74.1% | +67.1% |
| 1Y | +98.3% | +26.8% | +71.5% | +57.1% |
| All | +98.3% | +25.9% | +72.4% | +57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling