+1.6%
KMB vs SIMO
+214.6%
-213.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -1.6% |
| 7D | +0.5% | -22.0% | +22.4% | -0.8% |
| 30D | +12.4% | -43.0% | +55.4% | +9.7% |
| 3M | +1.0% | -39.1% | +40.1% | -0.9% |
| 6M | +12.1% | -33.3% | +45.4% | +10.5% |
| YTD | +11.6% | +77.0% | -65.3% | +11.2% |
| 1Y | +13.1% | +73.0% | -59.9% | +12.7% |
| 3Y | +1.6% | +215.7% | -214.1% | +1.5% |
| All | +1.6% | +214.6% | -213.0% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling