+28.8%
KEY vs SIMO
+1,993.5%
-1,964.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -14.4% | +11.7% | +0.4% |
| 7D | -2.5% | -31.4% | +28.9% | +5.2% |
| 30D | +4.1% | -45.2% | +49.2% | +17.0% |
| 3M | -8.4% | -36.5% | +28.2% | -2.0% |
| 6M | -2.3% | -34.2% | +31.9% | +0.5% |
| YTD | +4.6% | +69.9% | -65.3% | -18.4% |
| 1Y | +24.6% | +60.4% | -35.9% | -1.6% |
| 3Y | +112.8% | +203.1% | -90.4% | +39.3% |
| 5Y | +12.9% | +145.4% | -132.5% | -25.4% |
| 10Y | +126.7% | +368.9% | -242.2% | +19.6% |
| All | +28.8% | +1,993.5% | -1,964.7% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling