+92.7%
STX vs KEY
+23.0%
+69.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.5% | +9.5% | +9.8% |
| 7D | -1.0% | -0.5% | -0.4% | -0.6% |
| 30D | -26.8% | +6.7% | -33.5% | -28.1% |
| 3M | -32.7% | -4.6% | -28.1% | -31.2% |
| 6M | -33.7% | +2.6% | -36.3% | -34.9% |
| YTD | +101.0% | +7.0% | +94.0% | +86.1% |
| 1Y | +92.7% | +23.5% | +69.2% | +64.4% |
| All | +92.7% | +23.0% | +69.7% | +64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling