+12.2%
KEY vs SIMO
+154.7%
-142.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -1.1% |
| 7D | -1.3% | -22.0% | +20.7% | +1.5% |
| 30D | +5.1% | -43.0% | +48.2% | +12.2% |
| 3M | -7.1% | -39.1% | +32.0% | -2.6% |
| 6M | -4.4% | -33.3% | +28.9% | -3.3% |
| YTD | +4.0% | +77.0% | -73.0% | -16.9% |
| 1Y | +23.4% | +73.0% | -49.6% | -1.0% |
| 3Y | +113.9% | +215.7% | -101.8% | +42.0% |
| All | +12.2% | +154.7% | -142.4% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling