+23.4%
KEY vs SIMO
+67.0%
-43.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -0.6% |
| 7D | -1.3% | -22.0% | +20.7% | -1.1% |
| 30D | +5.1% | -43.0% | +48.2% | +5.7% |
| 3M | -7.1% | -39.1% | +32.0% | -6.8% |
| 6M | -4.4% | -33.3% | +28.9% | -4.3% |
| YTD | +4.0% | +77.0% | -73.0% | -0.1% |
| 1Y | +23.4% | +73.0% | -49.6% | +19.4% |
| All | +23.4% | +67.0% | -43.6% | +19.4% |
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