+1,770.3%
SMCI vs KIM
+32.5%
+1,737.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.4% |
| 7D | +1.3% | -1.7% | +3.0% | +2.0% |
| 30D | +6.6% | -3.0% | +9.6% | +7.8% |
| 3M | +25.4% | -8.9% | +34.3% | +29.5% |
| 6M | +26.1% | +2.4% | +23.8% | +24.8% |
| YTD | +37.0% | +18.3% | +18.7% | +28.1% |
| 1Y | -8.8% | +8.2% | -16.9% | -11.8% |
| 3Y | +44.6% | +44.0% | +0.6% | +23.6% |
| 5Y | +995.9% | +37.3% | +958.6% | +856.5% |
| All | +1,770.3% | +32.5% | +1,737.8% | +1,313.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling