+81.6%
KO vs SIRI
-42.0%
+123.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.3% |
| 7D | -1.1% | -3.0% | +1.9% | -1.0% |
| 30D | +1.6% | +1.3% | +0.3% | +1.5% |
| 3M | +5.8% | +5.6% | +0.1% | +5.5% |
| 6M | +14.3% | +35.2% | -20.9% | +12.5% |
| YTD | +27.3% | +49.1% | -21.8% | +24.6% |
| 1Y | +33.2% | +26.8% | +6.4% | +31.3% |
| 3Y | +64.5% | -23.7% | +88.1% | +64.9% |
| All | +81.6% | -42.0% | +123.6% | +90.3% |
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