+2,285.7%
STM vs KEY
+460.5%
+1,825.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +5.8% | +2.2% | +3.6% | +5.0% |
| 30D | -1.0% | -3.0% | +2.0% | +0.1% |
| 3M | -33.3% | +3.3% | -36.6% | -34.0% |
| 6M | +57.4% | +9.2% | +48.2% | +52.6% |
| YTD | +102.2% | +10.6% | +91.5% | +94.9% |
| 1Y | +99.6% | +20.4% | +79.2% | +86.2% |
| 3Y | +14.5% | +121.8% | -107.3% | -15.6% |
| 5Y | +21.4% | +41.1% | -19.8% | +0.5% |
| 10Y | +695.0% | +168.5% | +526.4% | +389.1% |
| All | +2,285.7% | +460.5% | +1,825.3% | +878.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling