+36.0%
KMB vs SIMO
+379.7%
-343.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -1.8% |
| 7D | +0.5% | -22.0% | +22.4% | +0.4% |
| 30D | +12.4% | -43.0% | +55.4% | +12.4% |
| 3M | +1.0% | -39.1% | +40.1% | +0.9% |
| 6M | +12.1% | -33.3% | +45.4% | +11.6% |
| YTD | +11.6% | +77.0% | -65.3% | +7.5% |
| 1Y | +13.1% | +73.0% | -59.9% | +8.9% |
| 3Y | +1.6% | +215.7% | -214.1% | -5.0% |
| 5Y | -0.3% | +155.6% | -156.0% | -6.9% |
| All | +36.0% | +379.7% | -343.7% | +15.8% |
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 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