+32.3%
OMC vs KEEL
+294.5%
-262.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.3% | -0.6% |
| 7D | -4.4% | +2.9% | -7.3% | -4.4% |
| 30D | -7.6% | +0.8% | -8.4% | -7.7% |
| 3M | +4.5% | -35.3% | +39.9% | +5.1% |
| 6M | -0.3% | +59.4% | -59.6% | -2.3% |
| YTD | -0.1% | +51.9% | -52.0% | -2.3% |
| 1Y | +4.6% | +75.0% | -70.4% | +1.2% |
| 3Y | +10.5% | +224.5% | -214.1% | +2.9% |
| 5Y | +31.7% | -35.9% | +67.6% | +22.5% |
| All | +32.3% | +294.5% | -262.2% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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