-22.5%
KWEB vs SIMO
+605.2%
-627.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.2% | -6.6% | -0.9% |
| 7D | -5.6% | +11.0% | -16.6% | -7.8% |
| 30D | -10.7% | +17.9% | -28.6% | -14.4% |
| 3M | -7.4% | +3.9% | -11.3% | -11.2% |
| 6M | -19.3% | +131.0% | -150.3% | -39.4% |
| YTD | -27.8% | +209.3% | -237.1% | -51.0% |
| 1Y | -35.9% | +223.8% | -259.7% | -57.4% |
| 3Y | -1.9% | +479.2% | -481.2% | -47.3% |
| 5Y | -43.2% | +316.0% | -359.2% | -67.9% |
| All | -22.5% | +605.2% | -627.7% | -66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling