+37.0%
KEY vs OSCR
-8.3%
+45.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.1% | -1.9% |
| 7D | +2.7% | +10.7% | -7.9% | +1.9% |
| 30D | -3.2% | +18.3% | -21.5% | -4.5% |
| 3M | +1.0% | +20.5% | -19.6% | -0.8% |
| 6M | +11.9% | +138.5% | -126.6% | +3.7% |
| YTD | +8.7% | +129.7% | -121.0% | +0.9% |
| 1Y | +18.5% | +62.8% | -44.3% | +12.0% |
| 3Y | +124.0% | +411.8% | -287.8% | +81.5% |
| 5Y | +40.8% | +99.9% | -59.1% | +10.1% |
| All | +37.0% | -8.3% | +45.3% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling