+384.8%
SIMO vs KIM
+64.5%
+320.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.2% |
| 7D | -22.0% | +4.1% | -26.1% | -22.7% |
| 30D | -43.0% | +16.8% | -59.8% | -44.9% |
| 3M | -39.1% | +5.7% | -44.8% | -39.9% |
| 6M | -33.3% | +9.7% | -43.0% | -35.1% |
| YTD | +77.0% | +30.2% | +46.7% | +65.5% |
| 1Y | +73.0% | +32.1% | +40.9% | +61.2% |
| 3Y | +215.7% | +58.6% | +157.1% | +181.9% |
| 5Y | +155.6% | +31.2% | +124.5% | +135.2% |
| All | +384.8% | +64.5% | +320.3% | +300.1% |
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