+270.1%
SIMO vs KIM
+34.4%
+235.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.9% | +8.7% |
| 7D | +4.2% | +0.4% | +3.8% | +4.1% |
| 30D | +4.1% | -4.0% | +8.1% | +5.1% |
| 3M | -12.9% | +0.5% | -13.4% | -13.8% |
| 6M | +110.3% | +3.6% | +106.7% | +106.0% |
| YTD | +178.6% | +20.4% | +158.1% | +159.6% |
| 1Y | +220.0% | +9.7% | +210.3% | +207.0% |
| 3Y | +409.0% | +46.0% | +363.0% | +344.6% |
| All | +270.1% | +34.4% | +235.7% | +233.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling