+225.3%
SMH vs KIM
+65.0%
+160.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +12.1% | -0.7% | +12.7% | +12.2% |
| 30D | -14.7% | +13.4% | -28.1% | -16.5% |
| 3M | -14.2% | +6.5% | -20.8% | -15.0% |
| 6M | -10.6% | +10.6% | -21.2% | -13.0% |
| YTD | +39.3% | +29.9% | +9.4% | +29.3% |
| 1Y | +41.6% | +29.6% | +12.0% | +31.4% |
| All | +225.3% | +65.0% | +160.4% | +186.0% |
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