+975.1%
KEYS vs SIMO
+557.5%
+417.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.5% |
| 7D | +0.9% | +12.5% | -11.6% | -2.2% |
| 30D | -5.3% | +18.4% | -23.7% | -9.6% |
| 3M | +0.5% | +5.6% | -5.1% | -2.5% |
| 6M | +14.0% | +116.9% | -102.9% | -10.6% |
| YTD | +60.3% | +188.4% | -128.1% | +14.8% |
| 1Y | +91.3% | +221.3% | -129.9% | +32.4% |
| 3Y | +146.1% | +438.6% | -292.4% | +45.3% |
| 5Y | +80.8% | +287.9% | -207.1% | +10.9% |
| All | +975.1% | +557.5% | +417.6% | +408.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling