+78.1%
STM vs KEY
+24.1%
+54.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +5.0% | +4.8% |
| 7D | -10.7% | -1.3% | -9.5% | -9.9% |
| 30D | -25.7% | +5.1% | -30.9% | -27.7% |
| 3M | -21.6% | -7.1% | -14.5% | -17.6% |
| 6M | -27.8% | -4.4% | -23.4% | -25.7% |
| YTD | +61.8% | +4.0% | +57.7% | +53.5% |
| 1Y | +78.1% | +23.4% | +54.7% | +49.6% |
| All | +78.1% | +24.1% | +54.0% | +49.6% |
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