+4,495.9%
SMCI vs KIM
+20.7%
+4,475.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | +9.7% | -0.3% | +10.0% | +9.8% |
| 30D | +29.3% | -1.7% | +31.0% | +30.1% |
| 3M | -8.5% | -0.8% | -7.7% | -8.8% |
| 6M | +28.6% | +4.4% | +24.2% | +26.5% |
| YTD | +37.5% | +21.2% | +16.3% | +28.1% |
| 1Y | +0.5% | +10.5% | -10.0% | -3.3% |
| 3Y | +43.4% | +47.5% | -4.0% | +23.0% |
| 5Y | +1,008.2% | +37.1% | +971.1% | +873.6% |
| 10Y | +1,776.0% | +29.5% | +1,746.6% | +1,435.5% |
| All | +4,495.9% | +20.7% | +4,475.2% | +3,090.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling