+94.2%
KEY vs SIMO
+394.4%
-300.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.6% |
| 7D | +2.9% | +4.1% | -1.2% | +2.0% |
| 30D | +8.4% | -24.0% | +32.4% | +12.7% |
| 3M | -5.8% | -31.8% | +26.0% | -1.4% |
| 6M | +5.4% | -36.9% | +42.3% | +8.8% |
| YTD | +7.1% | +84.8% | -77.8% | -18.9% |
| 1Y | +26.8% | +99.0% | -72.2% | -6.1% |
| 3Y | +128.7% | +217.9% | -89.2% | +43.0% |
| 5Y | +13.6% | +171.5% | -157.8% | -29.6% |
| All | +94.2% | +394.4% | -300.2% | -9.8% |
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 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