+115.0%
KMI vs SIMO
+3,170.2%
-3,055.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.4% | +0.3% |
| 7D | +0.2% | +0.9% | -0.7% | 0.0% |
| 30D | -3.7% | -25.4% | +21.7% | -0.9% |
| 3M | +1.2% | -17.8% | +19.0% | +2.2% |
| 6M | -0.3% | -29.6% | +29.3% | +0.8% |
| YTD | +19.2% | +100.3% | -81.1% | +2.2% |
| 1Y | +21.7% | +100.4% | -78.7% | +4.1% |
| 3Y | +120.4% | +246.1% | -125.7% | +69.4% |
| 5Y | +144.9% | +189.8% | -44.9% | +87.0% |
| 10Y | +155.6% | +434.6% | -279.0% | +67.5% |
| All | +115.0% | +3,170.2% | -3,055.2% | +3.1% |
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