+155.6%
KMI vs SIMO
+453.3%
-297.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.4% | +0.4% |
| 7D | +0.2% | +0.9% | -0.7% | 0.0% |
| 30D | -3.7% | -25.4% | +21.7% | -1.2% |
| 3M | +1.2% | -17.8% | +19.0% | +2.0% |
| 6M | -0.3% | -29.6% | +29.3% | +0.6% |
| YTD | +19.2% | +100.3% | -81.1% | +2.4% |
| 1Y | +21.7% | +100.4% | -78.7% | +4.3% |
| 3Y | +120.4% | +246.1% | -125.7% | +67.9% |
| 5Y | +144.9% | +189.8% | -44.9% | +84.5% |
| 10Y | +155.6% | +434.6% | -279.0% | +49.8% |
| All | +155.6% | +453.3% | -297.7% | +49.8% |
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 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