+1,071.7%
KEYS vs SIRI
+10.3%
+1,061.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +2.9% | -3.9% | +6.8% | +4.0% |
| 30D | -1.3% | -0.8% | -0.5% | -1.2% |
| 3M | -0.1% | +4.3% | -4.4% | -1.8% |
| 6M | +17.4% | +34.1% | -16.7% | +7.4% |
| YTD | +62.9% | +47.3% | +15.6% | +44.6% |
| 1Y | +95.7% | +22.9% | +72.8% | +82.0% |
| 3Y | +150.2% | -24.6% | +174.8% | +151.3% |
| 5Y | +83.1% | -43.2% | +126.3% | +87.6% |
| 10Y | +1,020.9% | -12.3% | +1,033.2% | +769.1% |
| All | +1,071.7% | +10.3% | +1,061.4% | +756.9% |
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 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