+80.8%
KEYS vs SMTC
+112.1%
-31.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.8% |
| 7D | +0.9% | +17.5% | -16.6% | -3.5% |
| 30D | -5.3% | +21.3% | -26.6% | -10.6% |
| 3M | +0.5% | +3.1% | -2.6% | -1.9% |
| 6M | +14.0% | +81.7% | -67.6% | -5.0% |
| YTD | +60.3% | +115.9% | -55.7% | +28.0% |
| 1Y | +91.3% | +157.8% | -66.5% | +45.4% |
| 3Y | +146.1% | +557.3% | -411.1% | +26.6% |
| 5Y | +80.8% | +114.7% | -33.9% | +43.7% |
| All | +80.8% | +112.1% | -31.4% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling