+216.8%
SIMO vs KRMN
+35.5%
+181.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.7% |
| 7D | +4.1% | -10.9% | +15.0% | +5.8% |
| 30D | -24.0% | +34.9% | -58.9% | -27.2% |
| 3M | -31.8% | -32.8% | +1.0% | -28.9% |
| 6M | -36.9% | -39.6% | +2.7% | -34.5% |
| YTD | +84.8% | -44.4% | +129.3% | +82.5% |
| 1Y | +99.0% | -32.2% | +131.2% | +84.1% |
| All | +216.8% | +35.5% | +181.2% | +120.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling