+12.2%
KEY vs OMC
+49.2%
-37.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -1.3% | +6.3% | -7.6% | -4.2% |
| 30D | +5.1% | +15.4% | -10.2% | -2.1% |
| 3M | -7.1% | +5.8% | -12.9% | -10.2% |
| 6M | -4.4% | +14.7% | -19.0% | -12.1% |
| YTD | +4.0% | +10.3% | -6.3% | -3.9% |
| 1Y | +23.4% | +23.2% | +0.2% | +5.9% |
| 3Y | +113.9% | +24.6% | +89.3% | +75.8% |
| All | +12.2% | +49.2% | -37.0% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling