+94.7%
COF vs KEY
+127.6%
-33.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.3% |
| 7D | -3.4% | +2.9% | -6.3% | -5.5% |
| 30D | +0.4% | +8.4% | -8.1% | -5.8% |
| 3M | -12.5% | -5.8% | -6.8% | -8.7% |
| 6M | +8.3% | +5.4% | +2.9% | +3.7% |
| YTD | -18.6% | +7.1% | -25.6% | -22.4% |
| 1Y | -8.6% | +26.8% | -35.4% | -23.1% |
| 3Y | +94.7% | +128.7% | -34.0% | +29.6% |
| All | +94.7% | +127.6% | -33.0% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 3y: compounded portfolio wealth divided by compounded KEY 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…
3y analysis · Full analysis span regression · 6 months rolling