+338.1%
KEY vs SIRI
-17.3%
+355.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.5% |
| 7D | +2.2% | +1.6% | +0.6% | +2.0% |
| 30D | -3.0% | -4.7% | +1.7% | -2.6% |
| 3M | +3.3% | +5.3% | -1.9% | +2.8% |
| 6M | +9.2% | +30.5% | -21.3% | +6.4% |
| YTD | +10.6% | +49.6% | -39.0% | +6.3% |
| 1Y | +20.4% | +28.5% | -8.1% | +17.2% |
| 3Y | +121.8% | -27.5% | +149.3% | +124.1% |
| 5Y | +41.1% | -44.7% | +85.8% | +44.6% |
| 10Y | +168.5% | -12.6% | +181.2% | +167.6% |
| All | +338.1% | -17.3% | +355.4% | +273.7% |
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