+294.5%
KEEL vs SMTC
+274.1%
+20.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.1% | -1.3% | +1.2% |
| 7D | +2.9% | +13.1% | -10.2% | -3.2% |
| 30D | +0.8% | +19.5% | -18.6% | -7.9% |
| 3M | -35.3% | +2.2% | -37.6% | -36.4% |
| 6M | +59.4% | +94.9% | -35.5% | +13.3% |
| YTD | +51.9% | +127.0% | -75.0% | -0.4% |
| 1Y | +75.0% | +174.6% | -99.6% | +3.8% |
| 3Y | +224.5% | +615.9% | -391.4% | -9.3% |
| 5Y | -35.9% | +125.6% | -161.5% | -64.5% |
| All | +294.5% | +274.1% | +20.4% | +136.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling