+2,400.5%
STX vs KEEL
+312.2%
+2,088.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +7.5% | -1.0% | +5.8% |
| 7D | +10.7% | +21.5% | -10.8% | +8.9% |
| 30D | +11.3% | -3.9% | +15.1% | +11.4% |
| 3M | +3.2% | -34.1% | +37.3% | +6.3% |
| 6M | +157.0% | +82.8% | +74.1% | +145.1% |
| YTD | +229.2% | +58.7% | +170.5% | +215.7% |
| 1Y | +381.8% | +191.4% | +190.4% | +337.9% |
| 3Y | +1,383.2% | +205.7% | +1,177.4% | +1,191.8% |
| 5Y | +1,144.9% | -37.0% | +1,181.9% | +995.9% |
| All | +2,400.5% | +312.2% | +2,088.4% | +1,969.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling