+206.1%
SIMO vs KIM
+9.7%
+196.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.9% | +8.6% |
| 7D | +4.2% | +0.4% | +3.8% | +4.5% |
| 30D | +4.1% | -4.0% | +8.1% | +1.9% |
| 3M | -12.9% | +0.5% | -13.4% | -14.5% |
| 6M | +110.3% | +3.6% | +106.7% | +105.4% |
| YTD | +178.6% | +20.4% | +158.1% | +156.1% |
| All | +206.1% | +9.7% | +196.4% | +191.9% |
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