+47.7%
KDP vs SIMO
+97.3%
-49.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.7% | -6.9% | +2.1% |
| 7D | +4.0% | +0.9% | +3.0% | +4.0% |
| 30D | +16.8% | -25.4% | +42.2% | +16.2% |
| 3M | +32.0% | -17.8% | +49.8% | +31.5% |
| 6M | +35.2% | -29.6% | +64.7% | +34.0% |
| YTD | +40.9% | +100.3% | -59.4% | +36.5% |
| 1Y | +47.7% | +100.4% | -52.7% | +43.0% |
| All | +47.7% | +97.3% | -49.7% | +43.0% |
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