+43,740.0%
SMTC vs KIM
+3,350.7%
+40,389.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.0% | +11.8% | +12.5% |
| 7D | -4.8% | +2.8% | -7.7% | -5.8% |
| 30D | -37.8% | +16.3% | -54.2% | -41.3% |
| 3M | -16.5% | +6.6% | -23.1% | -18.8% |
| 6M | -4.4% | +12.3% | -16.7% | -9.3% |
| YTD | +58.0% | +31.6% | +26.5% | +41.9% |
| 1Y | +62.0% | +31.5% | +30.5% | +45.3% |
| 3Y | +745.7% | +68.0% | +677.7% | +604.7% |
| 5Y | +29.0% | +38.7% | -9.7% | +14.6% |
| 10Y | +351.4% | +65.7% | +285.6% | +249.6% |
| All | +43,740.0% | +3,350.7% | +40,389.3% | +22,183.4% |
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