+136.6%
KMI vs SIMO
+548.4%
-411.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.0% |
| 7D | -1.8% | +14.5% | -16.3% | -3.2% |
| 30D | +0.1% | +20.4% | -20.4% | -2.2% |
| 3M | +1.2% | +7.1% | -6.0% | -1.1% |
| 6M | -3.9% | +129.2% | -133.2% | -16.3% |
| YTD | +17.5% | +201.9% | -184.4% | -2.5% |
| 1Y | +22.6% | +235.5% | -212.9% | -0.6% |
| 3Y | +116.3% | +463.8% | -347.5% | +57.0% |
| 5Y | +157.6% | +306.7% | -149.1% | +90.2% |
| 10Y | +136.6% | +579.5% | -442.9% | +41.7% |
| All | +136.6% | +548.4% | -411.8% | +41.7% |
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