+1,267.4%
KDP vs SIRI
+47.1%
+1,220.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | -0.8% | -1.7% | +0.9% | -0.7% |
| 30D | +9.7% | +21.1% | -11.4% | +8.1% |
| 3M | +17.6% | +14.7% | +2.9% | +16.3% |
| 6M | +25.8% | +22.9% | +2.8% | +23.7% |
| YTD | +33.9% | +65.7% | -31.9% | +28.4% |
| 1Y | +38.9% | +53.5% | -14.6% | +34.0% |
| 3Y | +26.8% | -23.0% | +49.8% | +26.8% |
| 5Y | +16.3% | -41.5% | +57.8% | +17.1% |
| 10Y | +248.1% | -7.4% | +255.6% | +237.6% |
| All | +1,267.4% | +47.1% | +1,220.3% | +1,135.9% |
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