+931.7%
KEYS vs SIMO
+814.5%
+117.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | -4.5% | -16.0% | +11.6% | -0.2% |
| 30D | -23.9% | -35.8% | +11.9% | -15.4% |
| 3M | -13.1% | -26.5% | +13.4% | -7.2% |
| 6M | -19.1% | -33.0% | +13.9% | -12.9% |
| YTD | +43.4% | +84.3% | -40.9% | +16.8% |
| 1Y | +58.8% | +82.0% | -23.2% | +29.7% |
| 3Y | +134.6% | +218.5% | -83.9% | +63.5% |
| 5Y | +58.7% | +175.0% | -116.3% | +9.9% |
| 10Y | +759.0% | +407.5% | +351.5% | +384.3% |
| All | +931.7% | +814.5% | +117.2% | +442.2% |
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