-41.8%
SIRI vs KIM
+35.1%
-76.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.7% |
| 7D | -3.0% | -1.5% | -1.5% | -2.3% |
| 30D | +1.3% | -1.7% | +3.0% | +2.0% |
| 3M | +5.6% | -7.1% | +12.8% | +9.1% |
| 6M | +35.2% | +2.9% | +32.3% | +32.9% |
| YTD | +49.1% | +18.8% | +30.2% | +36.6% |
| 1Y | +26.8% | +9.4% | +17.4% | +20.8% |
| 3Y | -23.7% | +44.6% | -68.2% | -36.2% |
| 5Y | -41.8% | +37.9% | -79.8% | -50.5% |
| All | -41.8% | +35.1% | -76.9% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling