+90.1%
KEYS vs SIRI
-41.5%
+131.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.9% |
| 3M | -0.4% | +6.6% | -7.0% | -1.9% |
| 6M | +19.1% | +32.9% | -13.7% | +12.7% |
| YTD | +66.7% | +50.5% | +16.2% | +53.7% |
| 1Y | +96.5% | +28.0% | +68.5% | +86.1% |
| 3Y | +155.2% | -22.4% | +177.6% | +152.2% |
| All | +90.1% | -41.5% | +131.5% | +101.2% |
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