-50.6%
ORCL vs KEYS
+97.6%
-148.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -2.8% |
| 7D | -5.4% | +3.5% | -8.8% | -6.2% |
| 30D | -2.0% | -4.5% | +2.5% | -0.9% |
| 3M | -18.1% | -0.4% | -17.7% | -18.5% |
| 6M | -7.2% | +19.1% | -26.4% | -12.0% |
| YTD | -22.2% | +66.7% | -88.8% | -33.8% |
| 1Y | -50.6% | +96.5% | -147.1% | -59.0% |
| All | -50.6% | +97.6% | -148.2% | -59.0% |
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