+4,560.7%
COP vs KEY
+981.5%
+3,579.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -11.5% | -1.3% | -10.3% | -11.3% |
| 30D | +5.0% | +5.1% | -0.2% | +3.3% |
| 3M | +17.5% | -7.1% | +24.6% | +19.7% |
| 6M | +16.2% | -4.4% | +20.6% | +17.1% |
| YTD | +48.8% | +4.0% | +44.8% | +45.6% |
| 1Y | +64.1% | +23.4% | +40.7% | +52.7% |
| 3Y | +25.7% | +113.9% | -88.2% | -2.1% |
| 5Y | +114.4% | +12.3% | +102.0% | +91.7% |
| 10Y | +331.7% | +125.5% | +206.2% | +218.5% |
| All | +4,560.7% | +981.5% | +3,579.2% | +2,143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling