+169.5%
KDP vs SIRI
-10.2%
+179.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.3% |
| 7D | -3.7% | +0.6% | -4.2% | -3.8% |
| 30D | +6.2% | +2.5% | +3.7% | +5.8% |
| 3M | +1.2% | +6.6% | -5.4% | +0.3% |
| 6M | +15.3% | +32.9% | -17.5% | +10.9% |
| YTD | +14.8% | +50.5% | -35.7% | +8.5% |
| 1Y | +17.6% | +28.0% | -10.4% | +13.2% |
| 3Y | +2.1% | -22.4% | +24.5% | +2.0% |
| 5Y | +2.7% | -41.3% | +44.0% | +4.4% |
| All | +169.5% | -10.2% | +179.7% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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