+152.0%
KEYS vs SIMO
+462.5%
-310.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.2% | -4.3% | +0.2% |
| 7D | +4.4% | +14.6% | -10.2% | +0.5% |
| 30D | -2.2% | +6.2% | -8.4% | -4.3% |
| 3M | +0.5% | +3.6% | -3.0% | -1.9% |
| 6M | +22.4% | +130.8% | -108.4% | -7.1% |
| YTD | +64.1% | +195.8% | -131.7% | +11.4% |
| 1Y | +97.0% | +225.0% | -128.1% | +27.6% |
| 3Y | +152.0% | +452.3% | -300.3% | +31.0% |
| All | +152.0% | +462.5% | -310.5% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling