+22.6%
KEY vs OMC
+24.9%
-2.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +0.5% | +6.8% | -6.3% | -0.4% |
| 30D | +6.9% | +16.2% | -9.3% | +4.8% |
| 3M | -5.0% | +6.0% | -11.0% | -6.0% |
| 6M | +0.7% | +17.7% | -17.0% | -1.5% |
| YTD | +6.5% | +13.5% | -7.0% | +4.8% |
| 1Y | +22.6% | +27.2% | -4.6% | +19.3% |
| All | +22.6% | +24.9% | -2.3% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling