+18.0%
KMB vs SIMO
+514.4%
-496.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.7% | -10.3% | -1.7% |
| 7D | -3.0% | +4.2% | -7.3% | -3.1% |
| 30D | -5.5% | +4.1% | -9.6% | -5.5% |
| 3M | +14.0% | -12.9% | +26.9% | +14.0% |
| 6M | +4.1% | +110.3% | -106.3% | +1.4% |
| YTD | +8.0% | +178.6% | -170.5% | +4.2% |
| 1Y | -13.7% | +220.0% | -233.7% | -17.3% |
| 3Y | -5.9% | +409.0% | -415.0% | -11.9% |
| 5Y | -8.6% | +277.3% | -285.9% | -14.1% |
| All | +18.0% | +514.4% | -496.4% | +6.7% |
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