+1,972.8%
STX vs KEY
+96.4%
+1,876.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.3% |
| 7D | +14.6% | +2.9% | +11.7% | +13.5% |
| 30D | -26.0% | +8.4% | -34.4% | -27.9% |
| 3M | -42.6% | -5.8% | -36.9% | -41.4% |
| 6M | -35.3% | +5.4% | -40.7% | -36.7% |
| YTD | +92.5% | +7.1% | +85.4% | +87.1% |
| 1Y | +102.4% | +26.8% | +75.6% | +85.3% |
| 3Y | +673.8% | +128.7% | +545.1% | +466.1% |
| 5Y | +463.1% | +13.6% | +449.4% | +404.5% |
| All | +1,972.8% | +96.4% | +1,876.4% | +1,417.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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