+1,337.5%
STX vs KEYS
+144.6%
+1,193.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.0% | -1.5% |
| 7D | +8.0% | +0.9% | +7.0% | +7.4% |
| 30D | +5.1% | -5.3% | +10.3% | +9.9% |
| 3M | +5.8% | +0.5% | +5.2% | +8.1% |
| 6M | +124.9% | +14.0% | +110.9% | +115.3% |
| YTD | +213.9% | +60.3% | +153.6% | +139.8% |
| 1Y | +350.4% | +91.3% | +259.1% | +208.3% |
| All | +1,337.5% | +144.6% | +1,193.0% | +767.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling