+34.5%
KEY vs OSCR
+96.8%
-62.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.6% |
| 6M | +13.3% | +144.6% | -131.2% | +4.4% |
| YTD | +9.0% | +128.0% | -119.1% | +0.7% |
| 1Y | +18.7% | +68.7% | -50.0% | +11.5% |
| 3Y | +125.3% | +398.8% | -273.5% | +79.2% |
| All | +34.5% | +96.8% | -62.3% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling