-27.2%
KWEB vs SIMO
+226.2%
-253.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.7% | -6.7% | +1.6% |
| 7D | -1.0% | +4.2% | -5.3% | -1.2% |
| 30D | -8.7% | +4.1% | -12.8% | -9.1% |
| 3M | -4.0% | -12.9% | +8.9% | -3.8% |
| 6M | -13.1% | +110.3% | -123.5% | -20.4% |
| YTD | -23.5% | +178.6% | -202.1% | -34.9% |
| 1Y | -27.2% | +220.0% | -247.1% | -39.5% |
| All | -27.2% | +226.2% | -253.4% | -39.5% |
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