-22.5%
KWEB vs SIRI
-10.2%
-12.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.5% |
| 7D | -5.6% | +0.6% | -6.1% | -5.7% |
| 30D | -10.7% | +2.5% | -13.2% | -11.2% |
| 3M | -7.4% | +6.6% | -14.0% | -8.9% |
| 6M | -19.3% | +32.9% | -52.2% | -24.6% |
| YTD | -27.8% | +50.5% | -78.2% | -34.5% |
| 1Y | -35.9% | +28.0% | -63.9% | -40.0% |
| 3Y | -1.9% | -22.4% | +20.5% | -1.7% |
| 5Y | -43.2% | -41.3% | -1.9% | -42.0% |
| All | -22.5% | -10.2% | -12.3% | -35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling