+27.5%
KWEB vs SIMO
+2,805.0%
-2,777.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.7% | -6.7% | 0.0% |
| 7D | -1.0% | +4.2% | -5.3% | -2.0% |
| 30D | -8.7% | +4.1% | -12.8% | -10.4% |
| 3M | -4.0% | -12.9% | +8.9% | -4.3% |
| 6M | -13.1% | +110.3% | -123.5% | -33.5% |
| YTD | -23.5% | +178.6% | -202.1% | -46.8% |
| 1Y | -27.2% | +220.0% | -247.1% | -51.6% |
| 3Y | -2.1% | +409.0% | -411.2% | -45.1% |
| 5Y | -40.8% | +277.3% | -318.1% | -65.4% |
| 10Y | -17.5% | +506.6% | -524.1% | -61.3% |
| All | +27.5% | +2,805.0% | -2,777.5% | -62.1% |
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