+29.6%
KEY vs OSCR
+104.5%
-74.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.6% | -7.1% | +1.0% |
| 7D | +1.7% | +15.5% | -13.8% | +0.7% |
| 30D | +6.8% | +8.5% | -1.8% | +6.2% |
| 3M | -5.8% | +15.8% | -21.6% | -6.8% |
| 6M | +1.4% | +89.5% | -88.1% | -3.2% |
| YTD | +7.5% | +144.9% | -137.4% | +0.1% |
| 1Y | +29.6% | +105.1% | -75.5% | +20.8% |
| All | +29.6% | +104.5% | -74.9% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling