+38.3%
KMB vs SIMO
+394.4%
-356.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.6% | +7.7% | +2.1% |
| 7D | +0.9% | +4.1% | -3.2% | +0.9% |
| 30D | +10.1% | -24.0% | +34.1% | +10.0% |
| 3M | 0.0% | -31.8% | +31.8% | 0.0% |
| 6M | +15.7% | -36.9% | +52.6% | +15.4% |
| YTD | +12.6% | +84.8% | -72.2% | +8.5% |
| 1Y | +10.1% | +99.0% | -88.9% | +5.8% |
| 3Y | +2.1% | +217.9% | -215.8% | -4.2% |
| 5Y | -0.7% | +171.5% | -172.1% | -7.2% |
| All | +38.3% | +394.4% | -356.1% | +19.3% |
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