+170.0%
SIMO vs KIM
+34.6%
+135.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.7% |
| 7D | +4.1% | +0.1% | +4.0% | +4.1% |
| 30D | -24.0% | +14.1% | -38.1% | -26.3% |
| 3M | -31.8% | +6.0% | -37.8% | -32.7% |
| 6M | -36.9% | +13.2% | -50.1% | -39.5% |
| YTD | +84.8% | +30.4% | +54.4% | +68.4% |
| 1Y | +99.0% | +31.0% | +68.0% | +80.9% |
| 3Y | +217.9% | +67.6% | +150.3% | +165.5% |
| All | +170.0% | +34.6% | +135.4% | +143.7% |
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