-10.6%
SMH vs KIM
+11.0%
-21.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.4% |
| 7D | +12.1% | -0.7% | +12.7% | +11.5% |
| 30D | -14.7% | +13.4% | -28.1% | -6.0% |
| 3M | -14.2% | +6.5% | -20.8% | -9.4% |
| 6M | -10.6% | +10.6% | -21.2% | -4.5% |
| All | -10.6% | +11.0% | -21.6% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling