-20.1%
SIRI vs KIM
+1,387.4%
-1,407.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.9% |
| 7D | +4.3% | -0.3% | +4.6% | +4.4% |
| 30D | -2.8% | -1.7% | -1.1% | -2.3% |
| 3M | +5.9% | -0.8% | +6.7% | +6.0% |
| 6M | +31.9% | +4.4% | +27.5% | +30.0% |
| YTD | +48.7% | +21.2% | +27.4% | +39.8% |
| 1Y | +23.2% | +10.5% | +12.7% | +19.2% |
| 3Y | -23.9% | +47.5% | -71.4% | -32.6% |
| 5Y | -43.4% | +37.1% | -80.5% | -49.4% |
| 10Y | -13.6% | +29.5% | -43.1% | -27.9% |
| All | -20.1% | +1,387.4% | -1,407.5% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling