Self-regulated learning (SRL) has been extensively studied using self-reported measures, such as surveys, and more recently, behavioral measures, such as trace data. While both modalities offer insights into SRL, their relationship remains ambiguous. Although previous research has compared these modalities, there has been limited work on integrating them and exploring the interplay of dimensions across modalities. To address this gap, we adopt a multimodal perspective and follow a threefold approach: horizontal, vertical, and integrated analyses. We identify behaviors per dimension from both data sources in the horizontal analysis. We then assess the alignment of dimensions across modalities in the vertical analysis. Finally, in the integrated analysis, we uncover the intricate interplay between dimensions across modalities using Canonical Correlation Analysis. For this purpose, we design and conduct a study with 79 participants interacting with an Intelligent Tutoring System. We find limited agreement in the vertical comparison between modalities. However, the integrated analysis reveals a moderate correlation, highlighting the complex relationship between behavioral actions and self-reported SRL perceptions.