+20.4%
KWEB vs SIRI
-2.8%
+23.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.4% |
| 7D | -5.6% | +0.6% | -6.1% | -5.7% |
| 30D | -10.7% | +2.5% | -13.2% | -11.3% |
| 3M | -7.4% | +6.6% | -14.0% | -9.1% |
| 6M | -19.3% | +32.9% | -52.2% | -25.3% |
| YTD | -27.8% | +50.5% | -78.2% | -35.4% |
| 1Y | -35.9% | +28.0% | -63.9% | -40.6% |
| 3Y | -1.9% | -22.4% | +20.5% | -2.0% |
| 5Y | -43.2% | -41.3% | -1.9% | -42.2% |
| 10Y | -21.2% | -10.4% | -10.7% | -40.1% |
| All | +20.4% | -2.8% | +23.2% | -12.9% |
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