+3,343.4%
STX vs KEYS
+1,049.9%
+2,293.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.0% | -7.7% | -6.2% |
| 7D | -2.3% | +3.5% | -5.7% | -4.4% |
| 30D | -5.5% | -4.5% | -1.0% | -2.5% |
| 3M | -4.3% | -0.4% | -3.9% | -2.3% |
| 6M | +115.6% | +19.1% | +96.5% | +100.3% |
| YTD | +202.2% | +66.7% | +135.5% | +127.4% |
| 1Y | +325.3% | +96.5% | +228.8% | +191.0% |
| 3Y | +1,283.9% | +155.2% | +1,128.8% | +703.9% |
| 5Y | +1,048.3% | +88.0% | +960.3% | +669.3% |
| All | +3,343.4% | +1,049.9% | +2,293.5% | +807.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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