+0.4%
STM vs KEY
+107.3%
-106.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.7% | -9.7% | -10.9% |
| 7D | -20.1% | -2.5% | -17.6% | -18.9% |
| 30D | -32.0% | +4.1% | -36.0% | -33.4% |
| 3M | -24.2% | -8.4% | -15.8% | -20.5% |
| 6M | -29.9% | -2.3% | -27.6% | -29.2% |
| YTD | +54.9% | +4.6% | +50.3% | +50.6% |
| 1Y | +68.0% | +24.6% | +43.4% | +48.6% |
| All | +0.4% | +107.3% | -106.9% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling