-49.5%
ORCL vs KEY
+29.6%
-79.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -2.1% |
| 7D | -14.4% | +1.7% | -16.0% | -14.6% |
| 30D | -12.8% | +6.8% | -19.6% | -13.7% |
| 3M | -14.8% | -5.8% | -9.0% | -14.0% |
| 6M | -30.9% | +1.4% | -32.3% | -31.1% |
| YTD | -35.7% | +7.5% | -43.2% | -37.5% |
| 1Y | -49.5% | +29.6% | -79.1% | -53.5% |
| All | -49.5% | +29.6% | -79.1% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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