+1,253.2%
SMH vs KIM
+540.6%
+712.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | -0.5% | -4.0% | +3.5% | +0.8% |
| 3M | -9.6% | +0.5% | -10.2% | -10.3% |
| 6M | +42.1% | +3.6% | +38.5% | +39.7% |
| YTD | +57.4% | +20.4% | +37.0% | +47.2% |
| 1Y | +96.2% | +9.7% | +86.5% | +88.7% |
| 3Y | +267.9% | +46.0% | +221.9% | +218.7% |
| 5Y | +327.7% | +34.4% | +293.2% | +280.1% |
| 10Y | +1,764.6% | +29.3% | +1,735.3% | +1,421.8% |
| All | +1,253.2% | +540.6% | +712.6% | +316.4% |
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