-51.7%
ORCL vs KEY
+24.1%
-75.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -11.2% | -1.3% | -9.9% | -11.0% |
| 30D | -18.8% | +5.1% | -24.0% | -19.4% |
| 3M | -18.8% | -7.1% | -11.7% | -17.9% |
| 6M | -39.7% | -4.4% | -35.4% | -39.4% |
| YTD | -39.6% | +4.0% | -43.7% | -41.0% |
| 1Y | -51.7% | +23.4% | -75.2% | -55.4% |
| All | -51.7% | +24.1% | -75.9% | -55.4% |
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