+60.7%
COP vs KEY
+29.6%
+31.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.5% | -6.7% | -5.0% |
| 7D | -8.1% | +1.7% | -9.8% | -8.0% |
| 30D | +6.7% | +6.8% | -0.1% | +7.0% |
| 3M | +16.9% | -5.8% | +22.7% | +16.2% |
| 6M | +11.2% | +1.4% | +9.7% | +10.9% |
| YTD | +49.5% | +7.5% | +42.0% | +46.3% |
| 1Y | +60.7% | +29.6% | +31.1% | +47.3% |
| All | +60.7% | +29.6% | +31.1% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling