+1,117.5%
KDP vs SIRI
+32.8%
+1,084.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.7% |
| 7D | +1.3% | +1.6% | -0.3% | +1.1% |
| 30D | +6.0% | -4.7% | +10.7% | +6.3% |
| 3M | +9.2% | +5.3% | +3.9% | +8.7% |
| 6M | +14.7% | +30.5% | -15.8% | +12.2% |
| YTD | +19.2% | +49.6% | -30.4% | +15.3% |
| 1Y | +15.2% | +28.5% | -13.3% | +12.6% |
| 3Y | +6.0% | -27.5% | +33.4% | +6.2% |
| 5Y | +5.4% | -44.7% | +50.1% | +6.6% |
| 10Y | +171.9% | -12.6% | +184.5% | +165.1% |
| All | +1,117.5% | +32.8% | +1,084.7% | +1,009.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling