+120.2%
KMI vs SIMO
+462.5%
-342.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.2% | -4.3% | +1.7% |
| 7D | -0.4% | +14.6% | -15.0% | -0.8% |
| 30D | +3.7% | +6.2% | -2.5% | +3.4% |
| 3M | +3.2% | +3.6% | -0.4% | +2.6% |
| 6M | -3.0% | +130.8% | -133.8% | -7.4% |
| YTD | +19.7% | +195.8% | -176.1% | +11.7% |
| 1Y | +25.6% | +225.0% | -199.4% | +15.7% |
| 3Y | +120.2% | +452.3% | -332.1% | +80.5% |
| All | +120.2% | +462.5% | -342.3% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling