+100.5%
SIMO vs KIM
+33.1%
+67.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.6% | -13.2% | -6.0% |
| 7D | -16.9% | +10.6% | -27.5% | -8.2% |
| 30D | -35.4% | +17.5% | -52.8% | -24.2% |
| 3M | -31.9% | +4.7% | -36.6% | -26.9% |
| 6M | -19.3% | +13.1% | -32.4% | -9.7% |
| YTD | +98.5% | +32.1% | +66.4% | +119.0% |
| 1Y | +100.5% | +32.7% | +67.9% | +120.6% |
| All | +100.5% | +33.1% | +67.4% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling