+122.0%
KRE vs SIMO
+548.4%
-426.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.2% | -1.5% |
| 7D | -1.1% | +14.5% | -15.6% | -3.3% |
| 30D | -3.4% | +20.4% | -23.8% | -6.6% |
| 3M | +3.7% | +7.1% | -3.4% | +0.2% |
| 6M | +14.8% | +129.2% | -114.5% | -7.0% |
| YTD | +14.7% | +201.9% | -187.3% | -13.5% |
| 1Y | +16.0% | +235.5% | -219.5% | -15.1% |
| 3Y | +84.3% | +463.8% | -379.6% | +16.7% |
| 5Y | +30.9% | +306.7% | -275.8% | -14.6% |
| 10Y | +122.0% | +579.5% | -457.5% | +17.1% |
| All | +122.0% | +548.4% | -426.4% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling