+23.9%
OMC vs KEYS
+55.9%
-32.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.3% | +11.5% | +4.4% |
| 7D | +12.5% | -14.8% | +27.3% | +10.5% |
| 30D | +16.3% | -25.6% | +41.9% | +13.0% |
| 3M | +8.1% | -16.2% | +24.3% | +6.3% |
| 6M | +17.2% | -18.6% | +35.8% | +15.6% |
| YTD | +11.8% | +40.7% | -28.9% | +13.9% |
| 1Y | +23.9% | +59.6% | -35.7% | +29.2% |
| All | +23.9% | +55.9% | -32.0% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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