-1.9%
KWEB vs SMTC
+579.3%
-581.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | +0.2% |
| 7D | -5.6% | +13.1% | -18.7% | -6.8% |
| 30D | -10.7% | +19.5% | -30.1% | -12.6% |
| 3M | -7.4% | +2.2% | -9.7% | -8.6% |
| 6M | -19.3% | +94.9% | -114.2% | -26.7% |
| YTD | -27.8% | +127.0% | -154.7% | -35.5% |
| 1Y | -35.9% | +174.6% | -210.5% | -44.1% |
| 3Y | -1.9% | +615.9% | -617.9% | -29.0% |
| All | -1.9% | +579.3% | -581.2% | -29.0% |
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 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