+29.1%
KDP vs SIMO
+214.6%
-185.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -0.6% |
| 7D | +2.2% | -22.0% | +24.2% | +1.8% |
| 30D | +19.9% | -43.0% | +63.0% | +19.4% |
| 3M | +21.5% | -39.1% | +60.6% | +20.9% |
| 6M | +30.1% | -33.3% | +63.4% | +28.9% |
| YTD | +34.9% | +77.0% | -42.0% | +30.4% |
| 1Y | +43.4% | +73.0% | -29.6% | +38.6% |
| 3Y | +29.1% | +215.7% | -186.6% | +17.8% |
| All | +29.1% | +214.6% | -185.5% | +17.8% |
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