-35.9%
KWEB vs SIMO
+239.1%
-275.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.2% | -6.6% | +0.3% |
| 7D | -5.6% | +11.0% | -16.6% | -6.0% |
| 30D | -10.7% | +17.9% | -28.6% | -11.4% |
| 3M | -7.4% | +3.9% | -11.3% | -8.2% |
| 6M | -19.3% | +131.0% | -150.3% | -26.0% |
| YTD | -27.8% | +209.3% | -237.1% | -38.5% |
| 1Y | -35.9% | +223.8% | -259.7% | -46.4% |
| All | -35.9% | +239.1% | -275.0% | -46.4% |
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