+163.4%
ORCL vs KEEL
+115.5%
+47.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.8% | +4.8% | -0.6% |
| 7D | +10.4% | +18.2% | -7.8% | +9.1% |
| 30D | -11.2% | -32.1% | +20.8% | -9.0% |
| 3M | -16.8% | -44.9% | +28.1% | -13.7% |
| 6M | -31.5% | -52.1% | +20.6% | -28.7% |
| YTD | -33.9% | -17.0% | -16.9% | -33.8% |
| 1Y | -43.3% | -38.5% | -4.8% | -42.4% |
| 3Y | +16.5% | +62.5% | -46.0% | +10.1% |
| 5Y | +45.4% | -77.3% | +122.7% | +38.7% |
| All | +163.4% | +115.5% | +47.9% | +133.7% |
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