+1,018.0%
KEYS vs SMTC
+548.2%
+469.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.1% | -1.1% | +2.4% |
| 7D | +3.5% | +13.1% | -9.6% | -0.5% |
| 30D | -4.5% | +19.5% | -23.9% | -10.3% |
| 3M | -0.4% | +2.2% | -2.7% | -3.1% |
| 6M | +19.1% | +94.9% | -75.7% | -6.6% |
| YTD | +66.7% | +127.0% | -60.3% | +24.6% |
| 1Y | +96.5% | +174.6% | -78.1% | +37.2% |
| 3Y | +155.2% | +615.9% | -460.8% | +7.2% |
| 5Y | +88.0% | +125.6% | -37.6% | +18.3% |
| All | +1,018.0% | +548.2% | +469.8% | +335.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling