-17.9%
STM vs KEY
+12.4%
-30.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.7% | -9.7% | -11.2% |
| 7D | -20.1% | -2.5% | -17.6% | -19.1% |
| 30D | -32.0% | +4.1% | -36.0% | -33.1% |
| 3M | -24.2% | -8.4% | -15.8% | -21.3% |
| 6M | -29.9% | -2.3% | -27.6% | -29.3% |
| YTD | +54.9% | +4.6% | +50.3% | +51.7% |
| 1Y | +68.0% | +24.6% | +43.4% | +52.7% |
| 3Y | -0.1% | +112.8% | -112.9% | -27.2% |
| 5Y | -17.9% | +12.9% | -30.8% | -15.0% |
| All | -17.9% | +12.4% | -30.2% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling