+184.8%
COP vs KEYS
+87.1%
+97.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.4% |
| 7D | +2.3% | +3.5% | -1.2% | +1.7% |
| 30D | +8.6% | -4.5% | +13.1% | +9.3% |
| 3M | +19.9% | -0.4% | +20.3% | +19.2% |
| 6M | +19.0% | +19.1% | -0.1% | +13.4% |
| YTD | +50.0% | +66.7% | -16.7% | +30.6% |
| 1Y | +50.5% | +96.5% | -45.9% | +25.1% |
| 3Y | +25.2% | +155.2% | -129.9% | -4.7% |
| All | +184.8% | +87.1% | +97.7% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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