+57.4%
STM vs KEY
+9.7%
+47.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.6% |
| 7D | +5.8% | +2.2% | +3.6% | +3.7% |
| 30D | -1.0% | -3.0% | +2.0% | +1.7% |
| 3M | -33.3% | +3.3% | -36.6% | -35.6% |
| 6M | +57.4% | +9.2% | +48.2% | +40.1% |
| All | +57.4% | +9.7% | +47.7% | +40.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling