+1,071.7%
KEYS vs SMTC
+620.6%
+451.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +2.9% | +22.5% | -19.5% | -3.6% |
| 30D | -1.3% | +24.9% | -26.2% | -8.7% |
| 3M | -0.1% | +4.1% | -4.2% | -3.3% |
| 6M | +17.4% | +92.6% | -75.2% | -8.0% |
| YTD | +62.9% | +122.5% | -59.6% | +22.0% |
| 1Y | +95.7% | +166.2% | -70.5% | +37.2% |
| 3Y | +150.2% | +577.2% | -427.0% | +6.1% |
| 5Y | +83.1% | +119.0% | -35.9% | +14.3% |
| 10Y | +1,020.9% | +527.9% | +493.0% | +319.8% |
| All | +1,071.7% | +620.6% | +451.1% | +287.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling