+294.5%
KEEL vs SIRI
-40.5%
+335.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | -35.3% | +6.6% | -41.9% | -36.9% |
| 6M | +59.4% | +32.9% | +26.5% | +47.0% |
| YTD | +51.9% | +50.5% | +1.5% | +33.9% |
| 1Y | +75.0% | +28.0% | +47.0% | +60.7% |
| 3Y | +224.5% | -22.4% | +247.0% | +227.2% |
| 5Y | -35.9% | -41.3% | +5.4% | -30.7% |
| All | +294.5% | -40.5% | +335.0% | +429.9% |
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