+99.1%
STM vs KEYS
+97.6%
+1.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | -1.2% |
| 7D | -1.4% | +3.5% | -4.9% | -3.8% |
| 30D | -4.9% | -4.5% | -0.5% | -1.9% |
| 3M | -34.0% | -0.4% | -33.6% | -33.5% |
| 6M | +51.8% | +19.1% | +32.7% | +43.5% |
| YTD | +99.4% | +66.7% | +32.7% | +60.7% |
| 1Y | +99.1% | +96.5% | +2.6% | +50.2% |
| All | +99.1% | +97.6% | +1.4% | +50.2% |
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