+220.0%
SIMO vs KRMN
-25.5%
+245.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.3% | +10.0% | +8.8% |
| 7D | +4.2% | -12.3% | +16.5% | +5.0% |
| 30D | +4.1% | -27.5% | +31.6% | +6.0% |
| 3M | -12.9% | -26.5% | +13.6% | -12.1% |
| 6M | +110.3% | -59.6% | +169.9% | +118.1% |
| YTD | +178.6% | -45.4% | +223.9% | +165.5% |
| 1Y | +220.0% | -25.1% | +245.1% | +191.0% |
| All | +220.0% | -25.5% | +245.5% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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