+149.8%
KRE vs SIMO
+1,613.6%
-1,463.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.2% |
| 7D | +0.3% | -16.0% | +16.3% | +3.0% |
| 30D | +5.9% | -35.8% | +41.7% | +13.0% |
| 3M | -3.3% | -26.5% | +23.2% | -0.5% |
| 6M | +5.8% | -33.0% | +38.9% | +7.9% |
| YTD | +14.7% | +84.3% | -69.6% | -7.2% |
| 1Y | +22.0% | +82.0% | -60.0% | -1.2% |
| 3Y | +91.6% | +218.5% | -126.9% | +35.1% |
| 5Y | +13.0% | +175.0% | -162.1% | -20.9% |
| 10Y | +94.0% | +407.5% | -313.5% | +13.8% |
| All | +149.8% | +1,613.6% | -1,463.8% | -30.2% |
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