+50.8%
SMTC vs KIM
+31.2%
+19.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.8% |
| 7D | -10.9% | +2.8% | -13.7% | -8.9% |
| 30D | -39.4% | +15.9% | -55.3% | -33.6% |
| 3M | -13.5% | +7.8% | -21.3% | -7.2% |
| 6M | -6.8% | +11.9% | -18.7% | -1.6% |
| YTD | +54.0% | +31.0% | +23.0% | +78.4% |
| 1Y | +50.8% | +32.3% | +18.4% | +74.6% |
| All | +50.8% | +31.2% | +19.5% | +74.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling