+2,645.4%
KR vs SIRI
-16.9%
+2,662.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.7% |
| 7D | -0.2% | +0.6% | -0.7% | -0.2% |
| 30D | +5.1% | +2.5% | +2.6% | +5.0% |
| 3M | -8.2% | +6.6% | -14.8% | -8.3% |
| 6M | -18.0% | +32.9% | -50.9% | -18.7% |
| YTD | -4.8% | +50.5% | -55.2% | -6.0% |
| 1Y | -11.0% | +28.0% | -39.0% | -11.8% |
| 3Y | +37.7% | -22.4% | +60.1% | +37.4% |
| 5Y | +52.8% | -41.3% | +94.1% | +53.1% |
| 10Y | +128.8% | -10.4% | +139.2% | +125.8% |
| All | +2,645.4% | -16.9% | +2,662.3% | +2,237.9% |
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