+66.1%
KEEL vs SIMO
+221.6%
-155.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.6% | +1.0% | -1.6% |
| 7D | -0.5% | +4.1% | -4.6% | -2.5% |
| 30D | -27.1% | -24.0% | -3.1% | -14.9% |
| 3M | -43.8% | -31.8% | -12.0% | -31.3% |
| 6M | -55.2% | -36.9% | -18.3% | -43.5% |
| YTD | -20.9% | +84.8% | -105.7% | -48.7% |
| 1Y | -28.5% | +99.0% | -127.5% | -56.1% |
| 3Y | +66.1% | +217.9% | -151.9% | -17.3% |
| All | +66.1% | +221.6% | -155.5% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling