+835.5%
STM vs KEYS
+1,095.1%
-259.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.9% |
| 7D | +5.2% | +4.4% | +0.8% | +2.0% |
| 30D | -7.4% | -2.2% | -5.1% | -5.9% |
| 3M | -30.6% | +0.5% | -31.2% | -30.3% |
| 6M | +66.4% | +22.4% | +44.0% | +47.3% |
| YTD | +101.1% | +64.1% | +37.1% | +40.6% |
| 1Y | +97.4% | +97.0% | +0.4% | +20.0% |
| 3Y | +21.1% | +152.0% | -130.9% | -38.6% |
| 5Y | +22.5% | +83.7% | -61.3% | -23.3% |
| 10Y | +657.6% | +997.9% | -340.3% | +76.8% |
| All | +835.5% | +1,095.1% | -259.5% | +88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling