+13.6%
KMB vs SIMO
+94.5%
-80.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -9.6% | +13.7% | +3.4% |
| 7D | +0.4% | -16.9% | +17.2% | -0.9% |
| 30D | +14.0% | -35.4% | +49.4% | +11.2% |
| 3M | -1.3% | -31.9% | +30.6% | -3.0% |
| 6M | +16.7% | -19.3% | +36.0% | +15.4% |
| YTD | +12.0% | +98.5% | -86.5% | +12.9% |
| 1Y | +13.6% | +100.5% | -86.9% | +15.1% |
| All | +13.6% | +94.5% | -80.8% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling