+954.2%
KMB vs SIRI
-17.3%
+971.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.5% |
| 7D | -3.0% | +1.6% | -4.6% | -3.1% |
| 30D | -5.5% | -4.7% | -0.8% | -5.4% |
| 3M | +14.0% | +5.3% | +8.7% | +13.8% |
| 6M | +4.1% | +30.5% | -26.4% | +3.3% |
| YTD | +8.0% | +49.6% | -41.6% | +6.9% |
| 1Y | -13.7% | +28.5% | -42.2% | -14.4% |
| 3Y | -5.9% | -27.5% | +21.5% | -5.9% |
| 5Y | -8.6% | -44.7% | +36.0% | -8.3% |
| 10Y | +17.3% | -12.6% | +29.9% | +16.2% |
| All | +954.2% | -17.3% | +971.6% | +832.2% |
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 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