+52.0%
KR vs SMTC
+122.8%
-70.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.1% | -2.4% | +2.9% |
| 7D | -0.2% | +13.1% | -13.3% | +0.3% |
| 30D | +5.1% | +19.5% | -14.4% | +5.9% |
| 3M | -8.2% | +2.2% | -10.4% | -7.5% |
| 6M | -18.0% | +94.9% | -112.9% | -15.9% |
| YTD | -4.8% | +127.0% | -131.7% | -2.0% |
| 1Y | -11.0% | +174.6% | -185.6% | -8.1% |
| 3Y | +37.7% | +615.9% | -578.3% | +40.0% |
| All | +52.0% | +122.8% | -70.8% | +53.3% |
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