-28.0%
ORCL vs KEY
+21.3%
-49.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +5.3% | +2.2% | +3.1% | +5.0% |
| 30D | +10.0% | -3.0% | +13.0% | +10.0% |
| 3M | -32.6% | +3.3% | -35.9% | -32.8% |
| 6M | +4.9% | +9.2% | -4.3% | +3.6% |
| YTD | -17.8% | +10.6% | -28.4% | -18.3% |
| 1Y | -28.0% | +20.4% | -48.4% | -24.0% |
| All | -28.0% | +21.3% | -49.3% | -24.0% |
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