+745.7%
SMTC vs KIM
+62.3%
+683.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.0% | +11.8% | +12.3% |
| 7D | -4.8% | +2.8% | -7.7% | -6.3% |
| 30D | -37.8% | +16.3% | -54.2% | -43.4% |
| 3M | -16.5% | +6.6% | -23.1% | -19.7% |
| 6M | -4.4% | +12.3% | -16.7% | -13.1% |
| YTD | +58.0% | +31.6% | +26.5% | +26.5% |
| 1Y | +62.0% | +31.5% | +30.5% | +29.2% |
| 3Y | +745.7% | +68.0% | +677.7% | +476.2% |
| All | +745.7% | +62.3% | +683.4% | +476.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling