-5.7%
COF vs KEYS
+97.6%
-103.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -0.2% |
| 7D | -5.1% | +3.5% | -8.6% | -5.8% |
| 30D | -6.0% | -4.5% | -1.6% | -5.3% |
| 3M | +14.8% | -0.4% | +15.2% | +14.2% |
| 6M | +15.3% | +19.1% | -3.8% | +8.6% |
| YTD | -13.0% | +66.7% | -79.7% | -27.6% |
| 1Y | -5.7% | +96.5% | -102.2% | -27.4% |
| All | -5.7% | +97.6% | -103.3% | -27.4% |
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