-6.5%
COF vs KEYS
+45.0%
-51.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.8% | +7.6% | +0.1% |
| 7D | -2.3% | -21.0% | +18.6% | +1.1% |
| 30D | +4.1% | -32.8% | +36.9% | +10.5% |
| 3M | -7.7% | -22.4% | +14.7% | -4.6% |
| 6M | +8.3% | -26.8% | +35.1% | +12.7% |
| YTD | -14.9% | +28.3% | -43.2% | -26.7% |
| 1Y | -6.5% | +40.2% | -46.7% | -22.4% |
| All | -6.5% | +45.0% | -51.5% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling