+82.4%
ORCL vs KEYS
+79.0%
+3.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.7% |
| 7D | -0.7% | +0.9% | -1.7% | -1.0% |
| 30D | +5.1% | -5.3% | +10.4% | +7.3% |
| 3M | -23.7% | +0.5% | -24.3% | -24.4% |
| 6M | +3.1% | +14.0% | -11.0% | -3.5% |
| YTD | -20.8% | +60.3% | -81.0% | -36.8% |
| 1Y | -52.9% | +91.3% | -144.2% | -65.4% |
| 3Y | +25.4% | +146.1% | -120.7% | -18.6% |
| 5Y | +82.4% | +80.8% | +1.7% | +29.2% |
| All | +82.4% | +79.0% | +3.5% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling