+14.5%
KEY vs SIRI
-41.4%
+55.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +2.9% | -1.7% | +4.6% | +3.3% |
| 30D | +8.4% | +21.1% | -12.7% | +3.5% |
| 3M | -5.8% | +14.7% | -20.5% | -9.0% |
| 6M | +5.4% | +22.9% | -17.5% | -0.1% |
| YTD | +7.1% | +65.7% | -58.7% | -6.2% |
| 1Y | +26.8% | +53.5% | -26.7% | +13.2% |
| 3Y | +128.7% | -23.0% | +151.7% | +131.1% |
| All | +14.5% | -41.4% | +55.9% | +20.0% |
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