+328.9%
ORCL vs KEYS
+1,049.9%
-721.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -3.3% |
| 7D | -5.4% | +3.5% | -8.8% | -6.7% |
| 30D | -2.0% | -4.5% | +2.5% | -0.3% |
| 3M | -18.1% | -0.4% | -17.7% | -18.4% |
| 6M | -7.2% | +19.1% | -26.4% | -14.7% |
| YTD | -22.2% | +66.7% | -88.8% | -38.7% |
| 1Y | -50.6% | +96.5% | -147.1% | -63.9% |
| 3Y | +22.9% | +155.2% | -132.3% | -20.7% |
| 5Y | +79.3% | +88.0% | -8.7% | +27.2% |
| All | +328.9% | +1,049.9% | -721.0% | +45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling