-35.3%
KEEL vs OSCR
+96.8%
-132.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.6% |
| 7D | +2.9% | +1.6% | +1.3% | +2.4% |
| 30D | +0.8% | +10.7% | -9.8% | -2.4% |
| 3M | -35.3% | +13.4% | -48.7% | -38.4% |
| 6M | +59.4% | +144.6% | -85.2% | +18.6% |
| YTD | +51.9% | +128.0% | -76.1% | +15.5% |
| 1Y | +75.0% | +68.7% | +6.3% | +43.4% |
| 3Y | +224.5% | +398.8% | -174.2% | +55.5% |
| All | -35.3% | +96.8% | -132.1% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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