+921.6%
SMCI vs KIM
+35.1%
+886.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.3% |
| 7D | -1.3% | -1.5% | +0.2% | -0.5% |
| 30D | +18.3% | -1.7% | +20.0% | +19.4% |
| 3M | +27.7% | -7.1% | +34.9% | +32.2% |
| 6M | +17.6% | +2.9% | +14.7% | +15.2% |
| YTD | +27.7% | +18.8% | +8.9% | +15.5% |
| 1Y | -14.9% | +9.4% | -24.3% | -19.7% |
| 3Y | +33.2% | +44.6% | -11.4% | +3.9% |
| 5Y | +921.6% | +37.9% | +883.7% | +772.3% |
| All | +921.6% | +35.1% | +886.5% | +772.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling