+18.5%
KEY vs SMTC
+166.5%
-148.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.0% | -11.7% | -2.3% |
| 7D | +2.7% | +22.9% | -20.2% | +1.4% |
| 30D | -3.2% | +16.6% | -19.9% | -4.3% |
| 3M | +1.0% | +2.4% | -1.5% | +0.1% |
| 6M | +11.9% | +98.3% | -86.4% | +3.4% |
| YTD | +8.7% | +120.7% | -112.0% | -0.1% |
| 1Y | +18.5% | +168.3% | -149.8% | +9.1% |
| All | +18.5% | +166.5% | -148.0% | +9.1% |
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