+33,471.1%
ORCL vs KEY
+1,050.5%
+32,420.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +5.3% | +2.2% | +3.1% | +4.7% |
| 30D | +10.0% | -3.0% | +13.0% | +10.9% |
| 3M | -32.6% | +3.3% | -35.9% | -33.2% |
| 6M | +4.9% | +9.2% | -4.3% | +2.4% |
| YTD | -17.8% | +10.6% | -28.4% | -20.2% |
| 1Y | -28.0% | +20.4% | -48.4% | -31.9% |
| 3Y | +36.0% | +121.8% | -85.8% | +7.6% |
| 5Y | +88.7% | +41.1% | +47.6% | +60.2% |
| 10Y | +346.9% | +168.5% | +178.4% | +193.7% |
| All | +33,471.1% | +1,050.5% | +32,420.6% | +7,048.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling