+296.4%
ORCL vs KEYS
+967.0%
-670.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.5% |
| 7D | +8.0% | +9.4% | -1.4% | +4.3% |
| 30D | -4.0% | -16.8% | +12.8% | +3.0% |
| 3M | -19.5% | -15.9% | -3.6% | -14.1% |
| 6M | -33.5% | -17.6% | -15.9% | -29.0% |
| YTD | -34.8% | +46.5% | -81.3% | -45.5% |
| 1Y | -41.6% | +66.9% | -108.5% | -53.8% |
| 3Y | +13.8% | +141.4% | -127.6% | -23.5% |
| 5Y | +43.4% | +59.5% | -16.1% | +10.2% |
| 10Y | +268.8% | +761.1% | -492.3% | +51.9% |
| All | +296.4% | +967.0% | -670.6% | +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 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