+37.7%
KR vs SMTC
+579.3%
-541.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.1% | -2.4% | +3.0% |
| 7D | -0.2% | +13.1% | -13.3% | +0.5% |
| 30D | +5.1% | +19.5% | -14.4% | +6.3% |
| 3M | -8.2% | +2.2% | -10.4% | -7.3% |
| 6M | -18.0% | +94.9% | -112.9% | -14.7% |
| YTD | -4.8% | +127.0% | -131.7% | -0.3% |
| 1Y | -11.0% | +174.6% | -185.6% | -6.0% |
| 3Y | +37.7% | +615.9% | -578.3% | +44.1% |
| All | +37.7% | +579.3% | -541.6% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling