+4,537.5%
COP vs KEY
+1,006.9%
+3,530.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | -6.1% | +0.5% | -6.6% | -6.3% |
| 30D | +1.1% | +6.9% | -5.7% | -0.9% |
| 3M | +10.9% | -5.0% | +16.0% | +12.3% |
| 6M | +20.8% | +0.7% | +20.0% | +19.8% |
| YTD | +48.0% | +6.5% | +41.6% | +43.9% |
| 1Y | +58.5% | +22.6% | +35.9% | +47.8% |
| 3Y | +28.1% | +125.3% | -97.2% | -1.7% |
| 5Y | +120.5% | +13.9% | +106.5% | +96.4% |
| 10Y | +310.1% | +105.3% | +204.8% | +208.5% |
| All | +4,537.5% | +1,006.9% | +3,530.5% | +2,116.7% |
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