+174.5%
KDP vs SIMO
+514.4%
-339.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -1.3% |
| 7D | +1.3% | +4.2% | -3.0% | +1.1% |
| 30D | +6.0% | +4.1% | +1.9% | +5.6% |
| 3M | +9.2% | -12.9% | +22.1% | +9.2% |
| 6M | +14.7% | +110.3% | -95.7% | +8.0% |
| YTD | +19.2% | +178.6% | -159.4% | +9.9% |
| 1Y | +15.2% | +220.0% | -204.8% | +5.1% |
| 3Y | +6.0% | +409.0% | -403.1% | -7.7% |
| 5Y | +5.4% | +277.3% | -271.9% | -7.7% |
| All | +174.5% | +514.4% | -339.9% | +119.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling