+16.2%
KDP vs SIMO
+170.3%
-154.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.2% | +2.5% |
| 7D | -0.8% | +4.1% | -4.9% | -0.7% |
| 30D | +9.7% | -24.0% | +33.7% | +9.5% |
| 3M | +17.6% | -31.8% | +49.4% | +17.3% |
| 6M | +25.8% | -36.9% | +62.7% | +25.3% |
| YTD | +33.9% | +84.8% | -51.0% | +30.9% |
| 1Y | +38.9% | +99.0% | -60.1% | +35.7% |
| 3Y | +26.8% | +217.9% | -191.1% | +22.6% |
| All | +16.2% | +170.3% | -154.1% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling