+400.2%
ORCL vs KEYS
+1,072.8%
-672.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.5% |
| 7D | +5.3% | +2.3% | +3.0% | +4.4% |
| 30D | +10.0% | -2.6% | +12.6% | +10.9% |
| 3M | -32.6% | -4.6% | -27.9% | -31.7% |
| 6M | +4.9% | +8.7% | -3.8% | +0.1% |
| YTD | -17.8% | +61.0% | -78.8% | -33.7% |
| 1Y | -28.0% | +96.0% | -124.0% | -46.6% |
| 3Y | +36.0% | +144.4% | -108.4% | -8.9% |
| 5Y | +88.7% | +80.5% | +8.2% | +38.2% |
| 10Y | +346.9% | +974.9% | -628.0% | +70.8% |
| All | +400.2% | +1,072.8% | -672.6% | +93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling