+59.6%
KEYS vs SMTC
+70.8%
-11.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -12.9% | +6.6% | -1.4% |
| 7D | -14.8% | -24.5% | +9.7% | -5.5% |
| 30D | -25.6% | -42.5% | +16.9% | -9.6% |
| 3M | -16.2% | -14.1% | -2.1% | -13.6% |
| 6M | -18.6% | +3.6% | -22.2% | -23.4% |
| YTD | +40.7% | +50.6% | -9.9% | +13.3% |
| 1Y | +59.6% | +72.2% | -12.6% | +21.5% |
| All | +59.6% | +70.8% | -11.2% | +21.5% |
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