+5,862.7%
COF vs KEY
+427.3%
+5,435.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +1.8% | +2.2% | -0.4% | +0.4% |
| 30D | -0.6% | -3.0% | +2.5% | +1.4% |
| 3M | +20.3% | +3.3% | +17.0% | +17.8% |
| 6M | +13.0% | +9.2% | +3.8% | +6.7% |
| YTD | -8.3% | +10.6% | -19.0% | -13.8% |
| 1Y | -1.5% | +20.4% | -21.9% | -12.4% |
| 3Y | +122.3% | +121.8% | +0.4% | +29.5% |
| 5Y | +52.5% | +41.1% | +11.4% | +11.6% |
| 10Y | +264.9% | +168.5% | +96.4% | +72.0% |
| All | +5,862.7% | +427.3% | +5,435.4% | +1,502.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling