+5.0%
KDP vs SIRI
-44.1%
+49.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.4% |
| 7D | -1.6% | -3.9% | +2.3% | -1.3% |
| 30D | +9.5% | -0.8% | +10.3% | +9.5% |
| 3M | +2.6% | +4.3% | -1.7% | +2.3% |
| 6M | +15.6% | +34.1% | -18.4% | +13.3% |
| YTD | +17.3% | +47.3% | -30.0% | +14.2% |
| 1Y | +20.1% | +22.9% | -2.8% | +18.2% |
| 3Y | +4.9% | -24.6% | +29.5% | +5.0% |
| 5Y | +5.0% | -43.2% | +48.2% | +6.6% |
| All | +5.0% | -44.1% | +49.1% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling