+186.4%
COP vs KEY
+40.7%
+145.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.2% |
| 7D | +3.0% | +2.2% | +0.8% | +2.3% |
| 30D | +17.5% | -3.0% | +20.5% | +18.4% |
| 3M | +13.4% | +3.3% | +10.0% | +11.9% |
| 6M | +17.7% | +9.2% | +8.5% | +14.0% |
| YTD | +46.6% | +10.6% | +35.9% | +41.0% |
| 1Y | +44.6% | +20.4% | +24.2% | +35.4% |
| 3Y | +20.7% | +121.8% | -101.2% | -6.8% |
| All | +186.4% | +40.7% | +145.7% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling