+2.8%
OXY vs KEYS
+1,113.8%
-1,110.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.8% |
| 7D | +2.8% | +3.5% | -0.7% | +1.7% |
| 30D | +5.5% | -4.5% | +9.9% | +6.7% |
| 3M | +11.3% | -0.4% | +11.7% | +10.1% |
| 6M | +11.6% | +19.1% | -7.5% | +2.3% |
| YTD | +51.6% | +66.7% | -15.1% | +20.3% |
| 1Y | +36.2% | +96.5% | -60.3% | +0.6% |
| 3Y | +1.7% | +155.2% | -153.4% | -34.4% |
| 5Y | +164.5% | +88.0% | +76.5% | +87.2% |
| 10Y | +6.1% | +1,046.8% | -1,040.7% | -59.0% |
| All | +2.8% | +1,113.8% | -1,110.9% | -61.6% |
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