+294.5%
KEEL vs SIMO
+944.9%
-650.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.2% | -3.5% | +0.2% |
| 7D | +2.9% | +11.0% | -8.2% | -2.2% |
| 30D | +0.8% | +17.9% | -17.0% | -7.4% |
| 3M | -35.3% | +3.9% | -39.2% | -36.9% |
| 6M | +59.4% | +131.0% | -71.7% | -1.6% |
| YTD | +51.9% | +209.3% | -157.4% | -22.6% |
| 1Y | +75.0% | +223.8% | -148.8% | -11.6% |
| 3Y | +224.5% | +479.2% | -254.7% | +18.2% |
| 5Y | -35.9% | +316.0% | -351.9% | -73.5% |
| All | +294.5% | +944.9% | -650.5% | +58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling