+22.0%
KRE vs SIMO
+77.7%
-55.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.5% |
| 7D | +0.3% | -16.0% | +16.3% | +0.1% |
| 30D | +5.9% | -35.8% | +41.7% | +5.5% |
| 3M | -3.3% | -26.5% | +23.2% | -3.6% |
| 6M | +5.8% | -33.0% | +38.9% | +5.4% |
| YTD | +14.7% | +84.3% | -69.6% | +9.9% |
| 1Y | +22.0% | +82.0% | -60.0% | +17.4% |
| All | +22.0% | +77.7% | -55.7% | +17.4% |
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 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