+298.3%
COP vs KEY
+121.9%
+176.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -2.6% |
| 7D | -8.4% | -0.4% | -8.1% | -8.4% |
| 30D | +0.3% | +7.2% | -6.9% | -3.3% |
| 3M | +15.1% | -4.9% | +20.0% | +17.4% |
| 6M | +19.8% | +1.1% | +18.7% | +17.9% |
| YTD | +46.8% | +6.8% | +40.0% | +39.4% |
| 1Y | +59.7% | +23.3% | +36.5% | +41.1% |
| 3Y | +28.7% | +126.1% | -97.4% | -20.2% |
| 5Y | +110.7% | +15.2% | +95.5% | +71.2% |
| 10Y | +298.3% | +113.6% | +184.7% | +116.3% |
| All | +298.3% | +121.9% | +176.4% | +116.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling