+123.6%
KEY vs SIMO
+418.6%
-295.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.4% | -0.7% |
| 7D | +2.2% | +4.2% | -2.0% | +1.7% |
| 30D | -3.0% | +4.1% | -7.1% | -3.8% |
| 3M | +3.3% | -12.9% | +16.2% | +3.5% |
| 6M | +9.2% | +110.3% | -101.2% | -7.9% |
| YTD | +10.6% | +178.6% | -167.9% | -14.9% |
| 1Y | +20.4% | +220.0% | -199.6% | -12.3% |
| All | +123.6% | +418.6% | -295.0% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling