+1,058.3%
KEYS vs SIMO
+1,282.0%
-223.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.7% | -7.3% | -0.7% |
| 7D | +2.3% | +4.2% | -2.0% | +1.1% |
| 30D | -2.6% | +4.1% | -6.7% | -4.2% |
| 3M | -4.6% | -12.9% | +8.2% | -3.1% |
| 6M | +8.7% | +110.3% | -101.6% | -12.5% |
| YTD | +61.0% | +178.6% | -117.5% | +19.4% |
| 1Y | +96.0% | +220.0% | -124.0% | +39.8% |
| 3Y | +144.4% | +409.0% | -264.6% | +53.0% |
| 5Y | +80.5% | +277.3% | -196.8% | +16.2% |
| 10Y | +974.9% | +506.6% | +468.3% | +468.2% |
| All | +1,058.3% | +1,282.0% | -223.8% | +454.0% |
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 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