-38.2%
KEEL vs SIMO
+287.2%
-325.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.5% | -2.8% | -5.1% |
| 7D | +2.7% | +12.5% | -9.9% | -3.1% |
| 30D | +4.6% | +18.4% | -13.9% | -4.0% |
| 3M | -34.5% | +5.6% | -40.1% | -36.4% |
| 6M | +59.3% | +116.9% | -57.7% | +2.1% |
| YTD | +46.4% | +188.4% | -142.0% | -23.1% |
| 1Y | +96.6% | +221.3% | -124.7% | -0.7% |
| 3Y | +182.0% | +438.6% | -256.6% | +4.9% |
| 5Y | -38.2% | +287.9% | -326.1% | -67.3% |
| All | -38.2% | +287.2% | -325.4% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling