+13.5%
STM vs KEY
+118.7%
-105.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +5.3% |
| 7D | -5.6% | -0.4% | -5.2% | -5.3% |
| 30D | -14.4% | +7.2% | -21.7% | -17.5% |
| 3M | -20.5% | -4.9% | -15.6% | -18.3% |
| 6M | -24.5% | +1.1% | -25.6% | -25.0% |
| YTD | +72.7% | +6.8% | +65.9% | +66.0% |
| 1Y | +91.0% | +23.3% | +67.7% | +69.9% |
| 3Y | +13.5% | +126.1% | -112.6% | -24.1% |
| All | +13.5% | +118.7% | -105.2% | -24.1% |
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 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