-45.3%
KEEL vs SMTC
+70.8%
-116.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -12.9% | +8.8% | +4.1% |
| 7D | -13.6% | -24.5% | +10.9% | +3.4% |
| 30D | -39.1% | -42.5% | +3.3% | -14.3% |
| 3M | -48.9% | -14.1% | -34.8% | -45.5% |
| 6M | -35.4% | +3.6% | -39.0% | -39.6% |
| YTD | -10.6% | +50.6% | -61.2% | -34.8% |
| 1Y | -45.3% | +72.2% | -117.6% | -65.7% |
| All | -45.3% | +70.8% | -116.2% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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