+84.1%
KR vs SIMO
+170.3%
-86.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +1.0% |
| 7D | +4.6% | +4.1% | +0.5% | +4.9% |
| 30D | +12.2% | -24.0% | +36.2% | +10.7% |
| 3M | +24.6% | -31.8% | +56.3% | +22.4% |
| 6M | +8.2% | -36.9% | +45.1% | +6.6% |
| YTD | +15.3% | +84.8% | -69.6% | +19.7% |
| 1Y | +9.8% | +99.0% | -89.2% | +14.4% |
| 3Y | +71.4% | +217.9% | -146.6% | +83.1% |
| All | +84.1% | +170.3% | -86.3% | +97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling