+246.0%
ORCL vs KEY
+109.2%
+136.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -6.5% | +0.5% | -7.0% | -6.6% |
| 30D | -16.6% | +6.9% | -23.4% | -17.9% |
| 3M | -21.6% | -5.0% | -16.6% | -20.7% |
| 6M | -39.4% | +0.7% | -40.1% | -39.6% |
| YTD | -38.7% | +6.5% | -45.1% | -39.9% |
| 1Y | -50.4% | +22.6% | -73.0% | -53.0% |
| 3Y | +8.1% | +125.3% | -117.2% | -12.9% |
| 5Y | +34.5% | +13.9% | +20.6% | +24.2% |
| 10Y | +246.0% | +105.3% | +140.7% | +180.1% |
| All | +246.0% | +109.2% | +136.8% | +180.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling