-35.3%
KEEL vs SIRI
-41.5%
+6.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.8% | +3.5% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | +0.8% | +2.5% | -1.6% | +0.2% |
| 3M | -35.3% | +6.6% | -41.9% | -37.3% |
| 6M | +59.4% | +32.9% | +26.5% | +44.5% |
| YTD | +51.9% | +50.5% | +1.5% | +30.4% |
| 1Y | +75.0% | +28.0% | +47.0% | +57.9% |
| 3Y | +224.5% | -22.4% | +247.0% | +228.7% |
| All | -35.3% | -41.5% | +6.2% | -12.6% |
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