+44,865.6%
SMTC vs KIM
+3,307.9%
+41,557.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.4% |
| 7D | +30.5% | -0.7% | +31.1% | +30.8% |
| 30D | -30.9% | +13.4% | -44.3% | -34.1% |
| 3M | -14.7% | +6.5% | -21.2% | -17.1% |
| 6M | -9.6% | +10.6% | -20.2% | -13.7% |
| YTD | +62.1% | +29.9% | +32.2% | +46.1% |
| 1Y | +66.6% | +29.6% | +37.0% | +50.2% |
| 3Y | +718.1% | +64.1% | +654.0% | +587.0% |
| 5Y | +32.8% | +35.3% | -2.5% | +18.9% |
| 10Y | +354.1% | +63.1% | +291.1% | +253.6% |
| All | +44,865.6% | +3,307.9% | +41,557.8% | +22,852.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling