+36.3%
KEY vs SIMO
+3,332.4%
-3,296.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.4% | -1.7% |
| 7D | +2.2% | +4.2% | -2.0% | +1.1% |
| 30D | -3.0% | +4.1% | -7.1% | -4.7% |
| 3M | +3.3% | -12.9% | +16.2% | +3.2% |
| 6M | +9.2% | +110.3% | -101.2% | -14.9% |
| YTD | +10.6% | +178.6% | -167.9% | -20.6% |
| 1Y | +20.4% | +220.0% | -199.6% | -17.2% |
| 3Y | +121.8% | +409.0% | -287.2% | +32.5% |
| 5Y | +41.1% | +277.3% | -236.2% | -13.1% |
| 10Y | +168.5% | +506.6% | -338.1% | +37.1% |
| All | +36.3% | +3,332.4% | -3,296.1% | -73.1% |
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