Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • KMB vs SIMO✓SelectedUSD · SIMOKMB vs SIMO performance historyLatest closeAs of-1.60%09/04
Stock and ETF performance explorer

KMB vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+271.5%
SIMO return
+3,332.4%
Excess return
-3,060.9%
Maximum drawdown
-35.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
1D-1.6%+8.7%-10.3%-1.9%
7D-3.0%+4.2%-7.3%-3.2%
30D-5.5%+4.1%-9.6%-5.7%
3M+14.0%-12.9%+26.9%+13.9%
6M+4.1%+110.3%-106.3%-0.5%
YTD+8.0%+178.6%-170.5%+1.8%
1Y-13.7%+220.0%-233.7%-19.4%
3Y-5.9%+409.0%-415.0%-14.6%
5Y-8.6%+277.3%-285.9%-16.7%
10Y+17.3%+506.6%-489.3%+1.9%
All+271.5%+3,332.4%-3,060.9%+165.5%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling