+167.0%
KEY vs OMC
+32.3%
+134.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.5% |
| 7D | +2.7% | -5.8% | +8.5% | +6.6% |
| 30D | -3.2% | -4.8% | +1.6% | -0.4% |
| 3M | +1.0% | +9.2% | -8.3% | -6.6% |
| 6M | +11.9% | -2.5% | +14.4% | +11.3% |
| YTD | +8.7% | +2.6% | +6.1% | +1.7% |
| 1Y | +18.5% | +5.9% | +12.5% | +6.7% |
| 3Y | +124.0% | +14.2% | +109.8% | +84.4% |
| 5Y | +40.8% | +33.2% | +7.6% | -2.5% |
| 10Y | +167.0% | +33.4% | +133.6% | +68.2% |
| All | +167.0% | +32.3% | +134.7% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling