+75.0%
KEEL vs SMTC
+169.6%
-94.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.1% | -1.3% | +0.6% |
| 7D | +2.9% | +13.1% | -10.2% | -4.6% |
| 30D | +0.8% | +19.5% | -18.6% | -9.6% |
| 3M | -35.3% | +2.2% | -37.6% | -38.4% |
| 6M | +59.4% | +94.9% | -35.5% | +8.1% |
| YTD | +51.9% | +127.0% | -75.0% | -3.5% |
| 1Y | +75.0% | +174.6% | -99.6% | +16.9% |
| All | +75.0% | +169.6% | -94.6% | +16.9% |
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