+113.9%
KEY vs SMTC
+597.8%
-483.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.7% | -13.3% | -2.1% |
| 7D | -1.3% | -19.0% | +17.7% | +0.8% |
| 30D | +5.1% | -46.7% | +51.9% | +12.7% |
| 3M | -7.1% | -23.4% | +16.3% | -6.2% |
| 6M | -4.4% | -13.4% | +9.0% | -7.2% |
| YTD | +4.0% | +40.1% | -36.0% | -8.1% |
| 1Y | +23.4% | +47.7% | -24.3% | +7.7% |
| 3Y | +113.9% | +606.9% | -493.0% | +14.8% |
| All | +113.9% | +597.8% | -483.9% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling