-33.9%
KWEB vs SIMO
+94.5%
-128.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -9.6% | +14.1% | +4.6% |
| 7D | +5.8% | -16.9% | +22.7% | +6.1% |
| 30D | -1.0% | -35.4% | +34.4% | -0.1% |
| 3M | -15.8% | -31.9% | +16.1% | -15.3% |
| 6M | -14.9% | -19.3% | +4.4% | -15.3% |
| YTD | -28.6% | +98.5% | -127.0% | -32.4% |
| 1Y | -33.9% | +100.5% | -134.4% | -37.9% |
| All | -33.9% | +94.5% | -128.4% | -37.9% |
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