+527.9%
SMTC vs KIM
+29.7%
+498.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | +22.5% | -1.0% | +23.4% | +23.0% |
| 30D | +24.9% | -1.1% | +26.0% | +25.4% |
| 3M | +4.1% | -5.3% | +9.4% | +5.9% |
| 6M | +92.6% | +3.9% | +88.6% | +88.2% |
| YTD | +122.5% | +20.3% | +102.2% | +103.3% |
| 1Y | +166.2% | +10.4% | +155.8% | +152.0% |
| 3Y | +577.2% | +46.3% | +530.8% | +475.9% |
| 5Y | +119.0% | +37.6% | +81.4% | +90.6% |
| 10Y | +527.9% | +34.5% | +493.4% | +365.8% |
| All | +527.9% | +29.7% | +498.2% | +365.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling