+290.9%
KMB vs SIMO
+1,993.5%
-1,702.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -14.4% | +15.9% | +2.0% |
| 7D | +0.4% | -31.4% | +31.8% | +1.5% |
| 30D | +14.1% | -45.2% | +59.3% | +16.1% |
| 3M | -0.5% | -36.5% | +36.0% | +0.4% |
| 6M | +16.6% | -34.2% | +50.8% | +16.8% |
| YTD | +13.7% | +69.9% | -56.2% | +8.5% |
| 1Y | +16.1% | +60.4% | -44.4% | +10.9% |
| 3Y | +4.7% | +203.1% | -198.4% | -3.7% |
| 5Y | +1.5% | +145.4% | -143.9% | -6.6% |
| 10Y | +40.5% | +368.9% | -328.4% | +22.2% |
| All | +290.9% | +1,993.5% | -1,702.6% | +182.8% |
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 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