+43.5%
KDP vs SIMO
+94.5%
-51.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -9.6% | +15.5% | +5.6% |
| 7D | +5.3% | -16.9% | +22.2% | +4.9% |
| 30D | +19.1% | -35.4% | +54.5% | +18.3% |
| 3M | +19.2% | -31.9% | +51.0% | +18.4% |
| 6M | +29.3% | -19.3% | +48.6% | +27.6% |
| YTD | +35.5% | +98.5% | -62.9% | +29.9% |
| 1Y | +43.5% | +100.5% | -57.0% | +37.3% |
| All | +43.5% | +94.5% | -51.0% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling