+20.4%
KEY vs SIMO
+226.2%
-205.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.4% | 0.0% |
| 7D | +2.2% | +4.2% | -2.0% | +2.1% |
| 30D | -3.0% | +4.1% | -7.1% | -3.2% |
| 3M | +3.3% | -12.9% | +16.2% | +3.2% |
| 6M | +9.2% | +110.3% | -101.2% | +5.1% |
| YTD | +10.6% | +178.6% | -167.9% | +2.7% |
| 1Y | +20.4% | +220.0% | -199.6% | +11.6% |
| All | +20.4% | +226.2% | -205.8% | +11.6% |
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