+42.7%
ORCL vs KEYS
+59.1%
-16.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.5% |
| 7D | +8.0% | +9.4% | -1.4% | +4.1% |
| 30D | -4.0% | -16.8% | +12.8% | +3.2% |
| 3M | -19.5% | -15.9% | -3.6% | -14.0% |
| 6M | -33.5% | -17.6% | -15.9% | -28.9% |
| YTD | -34.8% | +46.5% | -81.3% | -46.2% |
| 1Y | -41.6% | +66.9% | -108.5% | -54.6% |
| 3Y | +13.8% | +141.4% | -127.6% | -26.0% |
| All | +42.7% | +59.1% | -16.4% | +3.8% |
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