+97.0%
STM vs KEY
+23.0%
+74.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.2% |
| 7D | +1.4% | -0.5% | +2.0% | +2.0% |
| 30D | -8.4% | +6.7% | -15.1% | -11.7% |
| 3M | -15.8% | -4.6% | -11.2% | -12.9% |
| 6M | -22.8% | +2.6% | -25.4% | -24.0% |
| YTD | +79.4% | +7.0% | +72.4% | +66.4% |
| 1Y | +97.0% | +23.5% | +73.5% | +64.2% |
| All | +97.0% | +23.0% | +74.0% | +64.2% |
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