+1,078.2%
KEY vs OMC
+6,006.3%
-4,928.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.6% |
| 7D | +2.2% | -6.4% | +8.6% | +5.7% |
| 30D | -3.0% | +1.1% | -4.1% | -4.0% |
| 3M | +3.3% | +10.4% | -7.1% | -3.2% |
| 6M | +9.2% | -1.7% | +10.9% | +8.4% |
| YTD | +10.6% | +4.4% | +6.2% | +4.1% |
| 1Y | +20.4% | +8.4% | +12.0% | +9.9% |
| 3Y | +121.8% | +14.4% | +107.5% | +94.7% |
| 5Y | +41.1% | +33.9% | +7.3% | +12.0% |
| 10Y | +168.5% | +34.9% | +133.7% | +113.7% |
| All | +1,078.2% | +6,006.3% | -4,928.1% | +194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling