+37.3%
KEY vs OSCR
-9.0%
+46.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | -1.5% | +1.6% | -3.1% | -1.7% |
| 30D | -3.7% | +10.7% | -14.3% | -4.5% |
| 3M | -1.3% | +13.4% | -14.6% | -2.5% |
| 6M | +13.3% | +144.6% | -131.2% | +4.9% |
| YTD | +9.0% | +128.0% | -119.1% | +1.2% |
| 1Y | +18.7% | +68.7% | -50.0% | +11.9% |
| 3Y | +125.3% | +398.8% | -273.5% | +83.0% |
| 5Y | +40.2% | +87.3% | -47.0% | +9.8% |
| All | +37.3% | -9.0% | +46.3% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling