-13.1%
KR vs SIMO
+220.5%
-233.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +0.6% |
| 7D | -2.7% | +12.5% | -15.2% | -1.9% |
| 30D | +1.9% | +18.4% | -16.5% | +3.3% |
| 3M | -11.0% | +5.6% | -16.7% | -10.1% |
| 6M | -20.2% | +116.9% | -137.1% | -16.1% |
| YTD | -7.3% | +188.4% | -195.7% | +1.5% |
| 1Y | -13.1% | +221.3% | -234.4% | -1.9% |
| All | -13.1% | +220.5% | -233.6% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling