+285.3%
KMB vs SIMO
+2,368.1%
-2,082.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.7% | -10.4% | -2.0% |
| 7D | +0.1% | +0.9% | -0.9% | 0.0% |
| 30D | +10.2% | -25.4% | +35.6% | +11.0% |
| 3M | +1.5% | -17.8% | +19.2% | +1.6% |
| 6M | +16.6% | -29.6% | +46.2% | +16.7% |
| YTD | +12.1% | +100.3% | -88.3% | +6.3% |
| 1Y | +11.1% | +100.4% | -89.3% | +5.3% |
| 3Y | +1.9% | +246.1% | -244.1% | -6.6% |
| 5Y | -1.3% | +189.8% | -191.1% | -9.7% |
| 10Y | +37.8% | +434.6% | -396.8% | +19.4% |
| All | +285.3% | +2,368.1% | -2,082.8% | +177.3% |
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 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