+35.7%
COF vs KEY
+13.1%
+22.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | -3.4% | +2.9% | -6.3% | -5.2% |
| 30D | +0.4% | +8.4% | -8.1% | -4.8% |
| 3M | -12.5% | -5.8% | -6.8% | -9.4% |
| 6M | +8.3% | +5.4% | +2.9% | +4.6% |
| YTD | -18.6% | +7.1% | -25.6% | -21.7% |
| 1Y | -8.6% | +26.8% | -35.4% | -20.8% |
| 3Y | +94.7% | +128.7% | -34.0% | +21.4% |
| All | +35.7% | +13.1% | +22.6% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling