+124.0%
KEY vs SIRI
-23.5%
+147.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +2.7% | +4.3% | -1.5% | +1.7% |
| 30D | -3.2% | -2.8% | -0.4% | -2.7% |
| 3M | +1.0% | +5.9% | -5.0% | -0.6% |
| 6M | +11.9% | +31.9% | -20.1% | +4.3% |
| YTD | +8.7% | +48.7% | -40.0% | -1.7% |
| 1Y | +18.5% | +23.2% | -4.8% | +11.6% |
| 3Y | +124.0% | -23.9% | +147.8% | +129.5% |
| All | +124.0% | -23.5% | +147.5% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling