+55,576.2%
SMTC vs KIM
+3,058.9%
+52,517.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.2% | +9.4% | +9.3% |
| 7D | +12.7% | +0.4% | +12.3% | +12.6% |
| 30D | +22.0% | -4.0% | +26.0% | +23.6% |
| 3M | -12.7% | +0.5% | -13.2% | -13.4% |
| 6M | +64.8% | +3.6% | +61.2% | +62.1% |
| YTD | +100.7% | +20.4% | +80.3% | +86.9% |
| 1Y | +146.9% | +9.7% | +137.2% | +137.0% |
| 3Y | +456.8% | +46.0% | +410.8% | +390.6% |
| 5Y | +89.2% | +34.4% | +54.8% | +70.9% |
| 10Y | +426.9% | +29.3% | +397.6% | +343.9% |
| All | +55,576.2% | +3,058.9% | +52,517.3% | +29,255.7% |
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