+151.0%
KRE vs SIMO
+1,644.0%
-1,493.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +0.8% |
| 7D | -0.4% | -8.2% | +7.8% | +0.7% |
| 30D | +6.4% | -34.6% | +41.0% | +13.2% |
| 3M | -3.1% | -32.6% | +29.6% | +1.3% |
| 6M | +6.4% | -31.8% | +38.2% | +8.1% |
| YTD | +15.3% | +87.6% | -72.3% | -7.0% |
| 1Y | +23.3% | +86.7% | -63.4% | -0.7% |
| 3Y | +93.6% | +227.4% | -133.8% | +35.9% |
| 5Y | +13.2% | +173.0% | -159.8% | -20.5% |
| 10Y | +103.1% | +409.6% | -306.5% | +19.1% |
| All | +151.0% | +1,644.0% | -1,493.0% | -30.1% |
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 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