+695.7%
KO vs SIMO
+3,332.4%
-2,636.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -1.3% |
| 7D | -1.8% | +4.2% | -6.0% | -2.0% |
| 30D | +1.4% | +4.1% | -2.7% | +1.0% |
| 3M | +15.4% | -12.9% | +28.3% | +15.3% |
| 6M | +14.3% | +110.3% | -96.1% | +8.0% |
| YTD | +27.7% | +178.6% | -150.9% | +18.4% |
| 1Y | +32.7% | +220.0% | -187.3% | +21.7% |
| 3Y | +62.2% | +409.0% | -346.8% | +43.1% |
| 5Y | +80.0% | +277.3% | -197.3% | +59.7% |
| 10Y | +175.6% | +506.6% | -331.0% | +131.0% |
| All | +695.7% | +3,332.4% | -2,636.7% | +420.4% |
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