+157.6%
KMI vs SIMO
+312.7%
-155.1%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.9% |
| 7D | -1.8% | +14.5% | -16.3% | -2.3% |
| 30D | +0.1% | +20.4% | -20.4% | -0.8% |
| 3M | +1.2% | +7.1% | -6.0% | +0.3% |
| 6M | -3.9% | +129.2% | -133.2% | -9.2% |
| YTD | +17.5% | +201.9% | -184.4% | +8.5% |
| 1Y | +22.6% | +235.5% | -212.9% | +11.9% |
| 3Y | +116.3% | +463.8% | -347.5% | +86.0% |
| 5Y | +157.6% | +306.7% | -149.1% | +125.6% |
| All | +157.6% | +312.7% | -155.1% | +125.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling