-21.9%
KVUE vs SIMO
+385.2%
-407.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.2% | -8.0% | -1.7% |
| 7D | -1.9% | +14.6% | -16.5% | -1.6% |
| 30D | -3.3% | +6.2% | -9.5% | -3.1% |
| 3M | +6.0% | +3.6% | +2.4% | +6.3% |
| 6M | +2.3% | +130.8% | -128.4% | +2.3% |
| YTD | +10.3% | +195.8% | -185.4% | +10.3% |
| 1Y | +4.6% | +225.0% | -220.4% | +4.4% |
| 3Y | -2.2% | +452.3% | -454.5% | -4.1% |
| All | -21.9% | +385.2% | -407.1% | -24.2% |
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 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