+33.5%
KDP vs SIMO
+248.6%
-215.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.7% | -6.9% | +1.9% |
| 7D | +4.0% | +0.9% | +3.0% | +4.0% |
| 30D | +16.8% | -25.4% | +42.2% | +16.6% |
| 3M | +32.0% | -17.8% | +49.8% | +31.6% |
| 6M | +35.2% | -29.6% | +64.7% | +34.4% |
| YTD | +40.9% | +100.3% | -59.4% | +36.5% |
| 1Y | +47.7% | +100.4% | -52.7% | +43.0% |
| All | +33.5% | +248.6% | -215.1% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling