+1,278.3%
KDP vs SIMO
+1,225.3%
+53.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -1.0% |
| 7D | +2.2% | -22.0% | +24.2% | +3.5% |
| 30D | +19.9% | -43.0% | +63.0% | +23.6% |
| 3M | +21.5% | -39.1% | +60.6% | +24.1% |
| 6M | +30.1% | -33.3% | +63.4% | +30.8% |
| YTD | +34.9% | +77.0% | -42.0% | +24.9% |
| 1Y | +43.4% | +73.0% | -29.6% | +32.8% |
| 3Y | +29.1% | +215.7% | -186.6% | +12.5% |
| 5Y | +15.0% | +155.6% | -140.7% | +0.1% |
| 10Y | +234.1% | +388.4% | -154.3% | +166.6% |
| All | +1,278.3% | +1,225.3% | +53.1% | +701.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling