+394.3%
SIMO vs KRMN
+14.6%
+379.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -4.2% |
| 7D | +12.5% | -15.1% | +27.7% | +14.7% |
| 30D | +18.4% | -44.5% | +62.9% | +27.4% |
| 3M | +5.6% | -25.0% | +30.6% | +8.6% |
| 6M | +116.9% | -66.5% | +183.5% | +146.8% |
| YTD | +188.4% | -53.0% | +241.4% | +193.2% |
| 1Y | +221.3% | -44.7% | +266.0% | +207.5% |
| All | +394.3% | +14.6% | +379.6% | +254.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling