-34.1%
KEEL vs OSCR
-9.0%
-25.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.5% |
| YTD | +51.9% | +128.0% | -76.1% | +15.4% |
| 1Y | +75.0% | +68.7% | +6.3% | +43.3% |
| 3Y | +224.5% | +398.8% | -174.2% | +56.2% |
| 5Y | -35.9% | +87.3% | -123.2% | -67.6% |
| All | -34.1% | -9.0% | -25.1% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling