+6.8%
KDP vs SIMO
+269.6%
-262.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -0.9% |
| 7D | +1.3% | +4.2% | -3.0% | +1.3% |
| 30D | +6.0% | +4.1% | +1.9% | +5.9% |
| 3M | +9.2% | -12.9% | +22.1% | +9.2% |
| 6M | +14.7% | +110.3% | -95.7% | +12.9% |
| YTD | +19.2% | +178.6% | -159.4% | +17.0% |
| 1Y | +15.2% | +220.0% | -204.8% | +12.9% |
| 3Y | +6.0% | +409.0% | -403.1% | +3.0% |
| All | +6.8% | +269.6% | -262.7% | +5.4% |
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 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