+19.7%
KDP vs SIMO
+171.3%
-151.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +1.7% |
| 7D | +8.2% | -16.0% | +24.2% | +8.0% |
| 30D | +18.4% | -35.8% | +54.1% | +18.1% |
| 3M | +29.2% | -26.5% | +55.7% | +28.9% |
| 6M | +32.3% | -33.0% | +65.3% | +31.6% |
| YTD | +38.5% | +84.3% | -45.9% | +35.4% |
| 1Y | +48.5% | +82.0% | -33.5% | +45.2% |
| 3Y | +32.5% | +218.5% | -186.0% | +28.1% |
| 5Y | +19.7% | +175.0% | -155.3% | +13.8% |
| All | +19.7% | +171.3% | -151.6% | +13.8% |
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 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