+15.2%
KEY vs SIMO
+169.9%
-154.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +2.0% |
| 7D | -0.4% | -8.5% | +8.1% | +0.5% |
| 30D | +7.2% | -34.8% | +42.0% | +12.5% |
| 3M | -4.9% | -32.8% | +27.9% | -1.6% |
| 6M | +1.1% | -32.0% | +33.1% | +2.1% |
| YTD | +6.8% | +87.0% | -80.2% | -15.2% |
| 1Y | +23.3% | +86.1% | -62.8% | -2.2% |
| 3Y | +126.1% | +226.4% | -100.3% | +49.7% |
| 5Y | +15.2% | +172.1% | -156.9% | -23.0% |
| All | +15.2% | +169.9% | -154.7% | -23.0% |
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 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