+22.6%
KEY vs SMTC
+53.1%
-30.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.2% |
| 7D | +0.5% | -10.9% | +11.5% | +0.7% |
| 30D | +6.9% | -39.4% | +46.3% | +8.7% |
| 3M | -5.0% | -13.5% | +8.5% | -5.6% |
| 6M | +0.7% | -6.8% | +7.6% | -1.8% |
| YTD | +6.5% | +54.0% | -47.6% | -2.7% |
| 1Y | +22.6% | +50.8% | -28.2% | +12.0% |
| All | +22.6% | +53.1% | -30.5% | +12.0% |
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