+40.8%
KEY vs SIRI
-43.5%
+84.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.6% |
| 3M | +1.0% | +5.9% | -5.0% | -0.7% |
| 6M | +11.9% | +31.9% | -20.1% | +3.9% |
| YTD | +8.7% | +48.7% | -40.0% | -2.2% |
| 1Y | +18.5% | +23.2% | -4.8% | +11.3% |
| 3Y | +124.0% | -23.9% | +147.8% | +125.9% |
| 5Y | +40.8% | -43.4% | +84.2% | +42.4% |
| All | +40.8% | -43.5% | +84.3% | +42.4% |
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