+2,195.3%
STX vs KEEL
+294.5%
+1,900.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.8% | -7.5% | -4.1% |
| 7D | -2.3% | +2.9% | -5.1% | -2.5% |
| 30D | -5.5% | +0.8% | -6.3% | -5.7% |
| 3M | -4.3% | -35.3% | +31.0% | -1.3% |
| 6M | +115.6% | +59.4% | +56.2% | +107.7% |
| YTD | +202.2% | +51.9% | +150.3% | +190.8% |
| 1Y | +325.3% | +75.0% | +250.3% | +300.4% |
| 3Y | +1,283.9% | +224.5% | +1,059.4% | +1,103.1% |
| 5Y | +1,048.3% | -35.9% | +1,084.2% | +913.2% |
| All | +2,195.3% | +294.5% | +1,900.9% | +1,806.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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