+9.3%
ORCL vs KEY
+107.3%
-98.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.7% | -4.2% | -6.2% |
| 7D | -17.5% | -2.5% | -15.0% | -16.9% |
| 30D | -20.2% | +4.1% | -24.2% | -21.1% |
| 3M | -19.9% | -8.4% | -11.6% | -18.1% |
| 6M | -37.4% | -2.3% | -35.1% | -37.2% |
| YTD | -40.1% | +4.6% | -44.7% | -41.3% |
| 1Y | -53.4% | +24.6% | -77.9% | -56.6% |
| All | +9.3% | +107.3% | -98.0% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling