+29.8%
ORCL vs KEY
+12.4%
+17.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.7% | -4.2% | -6.4% |
| 7D | -17.5% | -2.5% | -15.0% | -17.1% |
| 30D | -20.2% | +4.1% | -24.2% | -20.8% |
| 3M | -19.9% | -8.4% | -11.6% | -18.6% |
| 6M | -37.4% | -2.3% | -35.1% | -37.3% |
| YTD | -40.1% | +4.6% | -44.7% | -40.9% |
| 1Y | -53.4% | +24.6% | -77.9% | -55.7% |
| 3Y | +10.4% | +112.8% | -102.4% | -5.3% |
| 5Y | +29.8% | +12.9% | +16.8% | +30.6% |
| All | +29.8% | +12.4% | +17.4% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling