+21.3%
KWEB vs SMTC
+434.9%
-413.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | -3.6% | +22.5% | -26.1% | -8.5% |
| 30D | -14.9% | +24.9% | -39.8% | -20.4% |
| 3M | -5.4% | +4.1% | -9.5% | -9.5% |
| 6M | -18.9% | +92.6% | -111.4% | -35.3% |
| YTD | -27.2% | +122.5% | -149.7% | -44.6% |
| 1Y | -34.2% | +166.2% | -200.4% | -52.8% |
| 3Y | +0.6% | +577.2% | -576.5% | -56.2% |
| 5Y | -43.5% | +119.0% | -162.4% | -64.0% |
| 10Y | -20.6% | +527.9% | -548.5% | -67.2% |
| All | +21.3% | +434.9% | -413.6% | -51.3% |
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 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