+155.8%
KRE vs SIMO
+2,489.5%
-2,333.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.7% | -8.2% | -1.0% |
| 7D | +1.3% | +4.2% | -2.9% | +0.5% |
| 30D | -2.7% | +4.1% | -6.8% | -4.0% |
| 3M | +8.2% | -12.9% | +21.1% | +8.1% |
| 6M | +12.8% | +110.3% | -97.5% | -7.5% |
| YTD | +17.5% | +178.6% | -161.1% | -9.8% |
| 1Y | +16.6% | +220.0% | -203.4% | -13.5% |
| 3Y | +79.5% | +409.0% | -329.6% | +18.7% |
| 5Y | +32.4% | +277.3% | -244.9% | -10.4% |
| 10Y | +124.1% | +506.6% | -382.5% | +30.1% |
| All | +155.8% | +2,489.5% | -2,333.8% | -32.2% |
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