+10.2%
ORCL vs KEY
+106.2%
-96.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -11.2% | -1.3% | -9.9% | -10.9% |
| 30D | -18.8% | +5.1% | -24.0% | -20.0% |
| 3M | -18.8% | -7.1% | -11.7% | -17.2% |
| 6M | -39.7% | -4.4% | -35.4% | -39.2% |
| YTD | -39.6% | +4.0% | -43.7% | -40.8% |
| 1Y | -51.7% | +23.4% | -75.2% | -55.0% |
| 3Y | +10.2% | +113.9% | -103.7% | -8.2% |
| All | +10.2% | +106.2% | -96.0% | -8.2% |
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