+953.7%
KEYS vs SIMO
+816.9%
+136.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -0.7% |
| 7D | +9.4% | +4.1% | +5.3% | +8.3% |
| 30D | -16.8% | -24.0% | +7.2% | -11.1% |
| 3M | -15.9% | -31.8% | +15.9% | -8.6% |
| 6M | -17.6% | -36.9% | +19.3% | -10.0% |
| YTD | +46.5% | +84.8% | -38.3% | +19.2% |
| 1Y | +66.9% | +99.0% | -32.1% | +33.2% |
| 3Y | +141.4% | +217.9% | -76.6% | +68.2% |
| 5Y | +59.5% | +171.5% | -112.0% | +10.7% |
| 10Y | +761.1% | +393.3% | +367.8% | +387.0% |
| All | +953.7% | +816.9% | +136.8% | +453.2% |
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 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