+114.0%
SMTC vs KIM
+37.7%
+76.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.7% | +9.3% | +9.5% |
| 7D | +22.9% | -0.3% | +23.3% | +23.2% |
| 30D | +16.6% | -1.7% | +18.4% | +18.0% |
| 3M | +2.4% | -0.8% | +3.2% | +1.7% |
| 6M | +98.3% | +4.4% | +93.9% | +90.0% |
| YTD | +120.7% | +21.2% | +99.4% | +89.1% |
| 1Y | +168.3% | +10.5% | +157.7% | +144.8% |
| 3Y | +571.7% | +47.5% | +524.2% | +403.5% |
| 5Y | +114.0% | +37.1% | +76.9% | +73.2% |
| All | +114.0% | +37.7% | +76.3% | +73.2% |
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 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