-28.0%
ORCL vs KEYS
+98.0%
-126.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.7% |
| 7D | +5.3% | +2.3% | +3.0% | +4.7% |
| 30D | +10.0% | -2.6% | +12.6% | +10.6% |
| 3M | -32.6% | -4.6% | -27.9% | -32.1% |
| 6M | +4.9% | +8.7% | -3.8% | +1.8% |
| YTD | -17.8% | +61.0% | -78.8% | -29.6% |
| 1Y | -28.0% | +96.0% | -124.0% | -41.6% |
| All | -28.0% | +98.0% | -126.0% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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