+96.0%
KEYS vs OSCR
+75.7%
+20.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.3% | +5.8% | -3.6% | +2.1% |
| 30D | -2.6% | +7.1% | -9.7% | -2.9% |
| 3M | -4.6% | +36.7% | -41.3% | -6.2% |
| 6M | +8.7% | +114.3% | -105.5% | +1.0% |
| YTD | +61.0% | +124.4% | -63.4% | +48.9% |
| 1Y | +96.0% | +75.5% | +20.5% | +83.8% |
| All | +96.0% | +75.7% | +20.2% | +83.8% |
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