+36.4%
KR vs SIMO
+312.7%
-276.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.2% |
| 7D | -3.1% | +14.5% | -17.6% | -2.3% |
| 30D | +0.6% | +20.4% | -19.8% | +1.8% |
| 3M | -9.8% | +7.1% | -16.9% | -8.8% |
| 6M | -22.1% | +129.2% | -151.4% | -18.3% |
| YTD | -8.1% | +201.9% | -210.1% | -2.0% |
| 1Y | -14.7% | +235.5% | -250.2% | -8.4% |
| 3Y | +28.6% | +463.8% | -435.3% | +41.6% |
| 5Y | +36.4% | +306.7% | -270.3% | +42.3% |
| All | +36.4% | +312.7% | -276.4% | +42.3% |
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