+81.7%
KO vs SIMO
+312.7%
-231.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.9% |
| 7D | -0.8% | +14.5% | -15.3% | -0.5% |
| 30D | +0.8% | +20.4% | -19.6% | +1.1% |
| 3M | +8.3% | +7.1% | +1.2% | +8.5% |
| 6M | +14.0% | +129.2% | -115.2% | +13.9% |
| YTD | +26.9% | +201.9% | -175.0% | +26.8% |
| 1Y | +32.7% | +235.5% | -202.8% | +32.4% |
| 3Y | +63.9% | +463.8% | -399.9% | +61.2% |
| 5Y | +81.7% | +306.7% | -225.0% | +78.2% |
| All | +81.7% | +312.7% | -231.0% | +78.2% |
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