+47.8%
COF vs KEY
+40.7%
+7.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.3% |
| 7D | -2.7% | -0.3% | -2.3% | -2.4% |
| 30D | -3.4% | -3.3% | -0.1% | -1.3% |
| 3M | +15.4% | -0.7% | +16.1% | +16.0% |
| 6M | +14.4% | +12.5% | +1.9% | +6.3% |
| YTD | -12.0% | +8.4% | -20.4% | -15.9% |
| 1Y | -3.7% | +18.4% | -22.2% | -13.0% |
| 3Y | +121.1% | +123.3% | -2.3% | +38.0% |
| 5Y | +47.8% | +38.8% | +9.0% | +22.6% |
| All | +47.8% | +40.7% | +7.1% | +22.6% |
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 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