+408.0%
SIMO vs KIM
+65.6%
+342.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.5% |
| 7D | -8.5% | +2.8% | -11.3% | -9.0% |
| 30D | -34.8% | +16.3% | -51.2% | -36.9% |
| 3M | -32.8% | +6.6% | -39.5% | -33.8% |
| 6M | -32.0% | +12.3% | -44.3% | -34.1% |
| YTD | +87.0% | +31.6% | +55.5% | +74.6% |
| 1Y | +86.1% | +31.5% | +54.6% | +73.7% |
| 3Y | +226.4% | +68.0% | +158.4% | +188.1% |
| 5Y | +172.1% | +38.7% | +133.4% | +147.8% |
| 10Y | +408.0% | +65.7% | +342.3% | +320.5% |
| All | +408.0% | +65.6% | +342.4% | +320.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling