+228.7%
KO vs SIMO
+394.4%
-165.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.5% | +1.9% |
| 7D | +3.7% | +4.1% | -0.4% | +3.7% |
| 30D | +8.1% | -24.0% | +32.1% | +8.5% |
| 3M | +14.2% | -31.8% | +46.0% | +14.6% |
| 6M | +25.2% | -36.9% | +62.1% | +25.2% |
| YTD | +44.7% | +84.8% | -40.1% | +37.2% |
| 1Y | +43.4% | +99.0% | -55.6% | +35.4% |
| 3Y | +90.1% | +217.9% | -127.9% | +72.3% |
| 5Y | +103.0% | +171.5% | -68.5% | +82.7% |
| All | +228.7% | +394.4% | -165.7% | +168.8% |
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