+655.9%
STM vs KEYS
+1,049.9%
-394.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | -1.5% |
| 7D | -1.4% | +3.5% | -4.9% | -4.0% |
| 30D | -4.9% | -4.5% | -0.5% | -1.6% |
| 3M | -34.0% | -0.4% | -33.6% | -33.5% |
| 6M | +51.8% | +19.1% | +32.7% | +35.7% |
| YTD | +99.4% | +66.7% | +32.7% | +34.3% |
| 1Y | +99.1% | +96.5% | +2.6% | +17.1% |
| 3Y | +19.5% | +155.2% | -135.7% | -43.1% |
| 5Y | +19.5% | +88.0% | -68.5% | -29.3% |
| All | +655.9% | +1,049.9% | -394.0% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling