+1,256.8%
SMH vs KR
+792.5%
+464.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.0% |
| 7D | +0.3% | -0.2% | +0.4% | +0.3% |
| 30D | -2.8% | +5.1% | -7.8% | -3.7% |
| 3M | -6.7% | -8.2% | +1.4% | -5.8% |
| 6M | +41.8% | -18.0% | +59.8% | +45.6% |
| YTD | +57.9% | -4.8% | +62.6% | +56.8% |
| 1Y | +87.6% | -11.0% | +98.7% | +88.3% |
| 3Y | +282.9% | +37.7% | +245.3% | +240.5% |
| 5Y | +330.4% | +52.8% | +277.6% | +264.5% |
| 10Y | +1,857.0% | +128.8% | +1,728.2% | +1,292.5% |
| All | +1,256.8% | +792.5% | +464.4% | +492.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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