-45.3%
KEEL vs SIMO
+94.5%
-139.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.6% | +5.5% | +0.2% |
| 7D | -13.6% | -16.9% | +3.3% | -6.0% |
| 30D | -39.1% | -35.4% | -3.8% | -26.7% |
| 3M | -48.9% | -31.9% | -17.0% | -40.3% |
| 6M | -35.4% | -19.3% | -16.1% | -26.2% |
| YTD | -10.6% | +98.5% | -109.1% | -32.4% |
| 1Y | -45.3% | +100.5% | -145.8% | -59.2% |
| All | -45.3% | +94.5% | -139.8% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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