+789.7%
KR vs SIMO
+3,332.4%
-2,542.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -0.2% |
| 7D | +1.5% | +4.2% | -2.7% | +1.3% |
| 30D | +4.1% | +4.1% | 0.0% | +3.8% |
| 3M | -5.2% | -12.9% | +7.7% | -5.3% |
| 6M | -12.8% | +110.3% | -123.1% | -17.2% |
| YTD | -4.6% | +178.6% | -183.2% | -11.0% |
| 1Y | -11.7% | +220.0% | -231.7% | -18.4% |
| 3Y | +36.3% | +409.0% | -372.8% | +21.3% |
| 5Y | +40.0% | +277.3% | -237.3% | +25.1% |
| 10Y | +122.2% | +506.6% | -384.4% | +86.5% |
| All | +789.7% | +3,332.4% | -2,542.7% | +478.4% |
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