-33.9%
KWEB vs SMTC
+70.8%
-104.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -12.9% | +17.4% | +5.2% |
| 7D | +5.8% | -24.5% | +30.3% | +7.6% |
| 30D | -1.0% | -42.5% | +41.5% | +2.6% |
| 3M | -15.8% | -14.1% | -1.7% | -16.5% |
| 6M | -14.9% | +3.6% | -18.5% | -20.7% |
| YTD | -28.6% | +50.6% | -79.2% | -38.2% |
| 1Y | -33.9% | +72.2% | -106.2% | -45.0% |
| All | -33.9% | +70.8% | -104.8% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling