+96.0%
KEYS vs SMTC
+154.8%
-58.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.2% | -7.8% | -1.7% |
| 7D | +2.3% | +12.7% | -10.5% | -2.0% |
| 30D | -2.6% | +22.0% | -24.6% | -10.1% |
| 3M | -4.6% | -12.7% | +8.0% | -2.5% |
| 6M | +8.7% | +64.8% | -56.0% | -12.1% |
| YTD | +61.0% | +100.7% | -39.6% | +23.4% |
| 1Y | +96.0% | +146.9% | -50.9% | +46.1% |
| All | +96.0% | +154.8% | -58.8% | +46.1% |
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