+286.8%
SMH vs KIM
+45.1%
+241.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +4.3% | -1.0% | +5.3% | +4.5% |
| 30D | +0.9% | -1.1% | +1.9% | +1.1% |
| 3M | -2.8% | -5.3% | +2.5% | -2.0% |
| 6M | +45.6% | +3.9% | +41.7% | +43.0% |
| YTD | +59.5% | +20.3% | +39.2% | +49.8% |
| 1Y | +93.4% | +10.4% | +83.0% | +86.6% |
| All | +286.8% | +45.1% | +241.7% | +241.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling