-55.2%
KEEL vs SIMO
-35.7%
-19.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.6% | +1.0% | -0.5% |
| 7D | -0.5% | +4.1% | -4.6% | -3.3% |
| 30D | -27.1% | -24.0% | -3.1% | -11.1% |
| 3M | -43.8% | -31.8% | -12.0% | -27.8% |
| 6M | -55.2% | -36.9% | -18.3% | -40.8% |
| All | -55.2% | -35.7% | -19.5% | -40.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling