Compounding means returns are reinvested and become the base for later returns. The basic tab is a baseline using only principal and a constant annual dividend yield.
The dividend stock compound simulation adds a regular investment amount and buys whole shares at the assumed price; unspent cash carries forward. It assumes the latest confirmed annual dividend per share persists. The historical backtest is different: it displays the confirmed prices and payment events. Keeping those two paths separate is the main point.
For example, entering 10 million won, a 4% annual yield, and ten years lets you see the time effect of reinvesting dividends without making a claim about a stock's price. Applying the same numbers to a selected stock requires checking that the latest close, dividend per share, and confirmed payment events all exist. In the simulation chart, contributed principal is money actually added, the price-return layer is the value before adding accumulated dividends, and the dividend layer is the result of payments being reinvested. A total value alone should not be read as proof that price growth and dividend contribution were the same. Setting expected price return to zero creates a dividend-only baseline; using a negative value creates a price-stress scenario. A large ending value after entering a high return still reflects the assumption, not greater predictive confidence. Change one condition at a time and note principal, price, dividends, and cash so the comparison stays auditable. When public sources use different dates, check each as-of date instead of treating one number as simply the newest. To compare regular-investment results, hold the ending date and added investment constant, then review stock value and cash separately. Investment timing alone can change both the purchase price and the dividend-eligible share count.