+129.7%
COP vs KEY
+12.7%
+117.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +3.4% | +1.8% | +1.6% | +2.9% |
| 30D | -0.6% | +7.1% | -7.7% | -2.6% |
| 3M | +10.8% | -5.9% | +16.7% | +12.4% |
| 6M | +19.6% | +2.2% | +17.4% | +18.2% |
| YTD | +52.9% | +6.4% | +46.5% | +48.6% |
| 1Y | +62.2% | +24.8% | +37.4% | +50.4% |
| 3Y | +32.4% | +125.2% | -92.9% | +3.0% |
| 5Y | +129.7% | +13.0% | +116.8% | +99.2% |
| All | +129.7% | +12.7% | +117.1% | +99.2% |
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