+802.1%
KO vs SIMO
+2,177.2%
-1,375.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.5% | +2.1% |
| 7D | +3.7% | +4.1% | -0.4% | +3.5% |
| 30D | +8.1% | -24.0% | +32.1% | +9.1% |
| 3M | +14.2% | -31.8% | +46.0% | +15.4% |
| 6M | +25.2% | -36.9% | +62.1% | +26.0% |
| YTD | +44.7% | +84.8% | -40.1% | +36.0% |
| 1Y | +43.4% | +99.0% | -55.6% | +34.1% |
| 3Y | +90.1% | +217.9% | -127.9% | +70.6% |
| 5Y | +103.0% | +171.5% | -68.5% | +81.5% |
| 10Y | +229.8% | +393.3% | -163.5% | +177.0% |
| All | +802.1% | +2,177.2% | -1,375.2% | +497.8% |
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 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