+29.0%
SMTC vs KIM
+38.5%
-9.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.0% | +11.8% | +12.2% |
| 7D | -4.8% | +2.8% | -7.7% | -6.7% |
| 30D | -37.8% | +16.3% | -54.2% | -44.2% |
| 3M | -16.5% | +6.6% | -23.1% | -20.7% |
| 6M | -4.4% | +12.3% | -16.7% | -13.9% |
| YTD | +58.0% | +31.6% | +26.5% | +26.2% |
| 1Y | +62.0% | +31.5% | +30.5% | +28.9% |
| 3Y | +745.7% | +68.0% | +677.7% | +464.3% |
| 5Y | +29.0% | +38.7% | -9.7% | -1.1% |
| All | +29.0% | +38.5% | -9.5% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling