+41.1%
KMB vs SIMO
+395.4%
-354.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.1% |
| 7D | +6.0% | -16.0% | +22.1% | +6.0% |
| 30D | +13.5% | -35.8% | +49.2% | +13.5% |
| 3M | +3.8% | -26.5% | +30.2% | +3.6% |
| 6M | +15.6% | -33.0% | +48.6% | +15.1% |
| YTD | +14.0% | +84.3% | -70.3% | +9.8% |
| 1Y | +12.9% | +82.0% | -69.0% | +8.8% |
| 3Y | +3.7% | +218.5% | -214.8% | -2.8% |
| 5Y | -0.1% | +175.0% | -175.1% | -6.8% |
| 10Y | +41.1% | +407.5% | -366.4% | +21.1% |
| All | +41.1% | +395.4% | -354.3% | +21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling