+1,883.6%
STX vs KEY
+120.9%
+1,762.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -28.5% | -1.3% | -27.2% | -28.1% |
| 30D | -42.9% | +5.1% | -48.1% | -43.9% |
| 3M | -45.9% | -7.1% | -38.8% | -44.5% |
| 6M | -41.3% | -4.4% | -36.9% | -40.6% |
| YTD | +67.9% | +4.0% | +63.9% | +64.8% |
| 1Y | +66.5% | +23.4% | +43.1% | +53.8% |
| 3Y | +588.0% | +113.9% | +474.1% | +414.2% |
| 5Y | +449.1% | +12.3% | +436.7% | +393.5% |
| All | +1,883.6% | +120.9% | +1,762.7% | +1,266.1% |
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