+155.2%
KEYS vs SIRI
-22.6%
+177.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.8% |
| 7D | +3.5% | +0.6% | +2.9% | +3.4% |
| 30D | -4.5% | +2.5% | -7.0% | -5.0% |
| 3M | -0.4% | +6.6% | -7.0% | -2.2% |
| 6M | +19.1% | +32.9% | -13.7% | +11.2% |
| YTD | +66.7% | +50.5% | +16.2% | +50.7% |
| 1Y | +96.5% | +28.0% | +68.5% | +83.8% |
| 3Y | +155.2% | -22.4% | +177.6% | +154.9% |
| All | +155.2% | -22.6% | +177.7% | +154.9% |
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 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