+118.1%
COF vs KEYS
+154.3%
-36.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -0.9% |
| 7D | -5.1% | +3.5% | -8.6% | -6.4% |
| 30D | -6.0% | -4.5% | -1.6% | -4.7% |
| 3M | +14.8% | -0.4% | +15.2% | +13.5% |
| 6M | +15.3% | +19.1% | -3.8% | +4.5% |
| YTD | -13.0% | +66.7% | -79.7% | -34.3% |
| 1Y | -5.7% | +96.5% | -102.2% | -35.2% |
| 3Y | +118.1% | +155.2% | -37.0% | +26.9% |
| All | +118.1% | +154.3% | -36.2% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling