+1,789.8%
SMH vs KIM
+33.1%
+1,756.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -2.1% |
| 7D | +1.4% | -1.5% | +2.9% | +1.8% |
| 30D | -2.2% | -1.7% | -0.5% | -1.8% |
| 3M | -1.9% | -7.1% | +5.3% | -0.1% |
| 6M | +41.0% | +2.9% | +38.1% | +39.1% |
| YTD | +55.6% | +18.8% | +36.7% | +46.9% |
| 1Y | +86.8% | +9.4% | +77.4% | +80.4% |
| 3Y | +277.7% | +44.6% | +233.1% | +232.2% |
| 5Y | +324.2% | +37.9% | +286.2% | +280.4% |
| All | +1,789.8% | +33.1% | +1,756.7% | +1,368.5% |
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