-11.3%
SIRI vs KIM
+32.5%
-43.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | +0.6% | -1.7% | +2.3% | +1.1% |
| 30D | +2.5% | -3.0% | +5.5% | +3.5% |
| 3M | +6.6% | -8.9% | +15.5% | +9.8% |
| 6M | +32.9% | +2.4% | +30.5% | +31.6% |
| YTD | +50.5% | +18.3% | +32.1% | +41.9% |
| 1Y | +28.0% | +8.2% | +19.8% | +24.3% |
| 3Y | -22.4% | +44.0% | -66.4% | -31.3% |
| 5Y | -41.3% | +37.3% | -78.6% | -47.9% |
| All | -11.3% | +32.5% | -43.8% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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