+177.6%
KEEL vs SIMO
+226.2%
-48.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.7% | -5.1% | -0.2% |
| 7D | +7.8% | +4.2% | +3.5% | +5.6% |
| 30D | -11.7% | +4.1% | -15.8% | -13.5% |
| 3M | -41.5% | -12.9% | -28.6% | -39.0% |
| 6M | +54.9% | +110.3% | -55.4% | +16.0% |
| YTD | +47.7% | +178.6% | -130.9% | -19.0% |
| 1Y | +177.6% | +220.0% | -42.4% | +32.7% |
| All | +177.6% | +226.2% | -48.6% | +32.7% |
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