+1,727.7%
STM vs KEY
+429.6%
+1,298.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.7% | -9.7% | -11.4% |
| 7D | -20.1% | -2.5% | -17.6% | -19.3% |
| 30D | -32.0% | +4.1% | -36.0% | -32.9% |
| 3M | -24.2% | -8.4% | -15.8% | -21.8% |
| 6M | -29.9% | -2.3% | -27.6% | -29.4% |
| YTD | +54.9% | +4.6% | +50.3% | +52.3% |
| 1Y | +68.0% | +24.6% | +43.4% | +54.9% |
| 3Y | -0.1% | +112.8% | -112.9% | -25.0% |
| 5Y | -17.9% | +12.9% | -30.8% | -26.3% |
| 10Y | +392.2% | +126.7% | +265.6% | +221.8% |
| All | +1,727.7% | +429.6% | +1,298.0% | +664.3% |
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