+16.6%
KRE vs SIMO
+226.2%
-209.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.7% | -8.2% | +0.5% |
| 7D | +1.3% | +4.2% | -2.9% | +1.3% |
| 30D | -2.7% | +4.1% | -6.8% | -2.7% |
| 3M | +8.2% | -12.9% | +21.1% | +8.2% |
| 6M | +12.8% | +110.3% | -97.5% | +9.1% |
| YTD | +17.5% | +178.6% | -161.1% | +9.7% |
| 1Y | +16.6% | +220.0% | -203.4% | +8.1% |
| All | +16.6% | +226.2% | -209.6% | +8.1% |
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