+99.6%
STM vs KEYS
+98.0%
+1.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +0.9% |
| 7D | +5.8% | +2.3% | +3.5% | +4.2% |
| 30D | -1.0% | -2.6% | +1.6% | +0.9% |
| 3M | -33.3% | -4.6% | -28.6% | -30.6% |
| 6M | +57.4% | +8.7% | +48.6% | +54.8% |
| YTD | +102.2% | +61.0% | +41.2% | +66.8% |
| 1Y | +99.6% | +96.0% | +3.6% | +49.6% |
| All | +99.6% | +98.0% | +1.6% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling