+190.4%
COP vs KEYS
+1,067.2%
-876.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | +1.0% | +0.9% | 0.0% | +0.7% |
| 30D | +9.6% | -5.3% | +14.8% | +11.1% |
| 3M | +15.0% | +0.5% | +14.5% | +13.3% |
| 6M | +21.8% | +14.0% | +7.7% | +13.6% |
| YTD | +49.6% | +60.3% | -10.6% | +21.8% |
| 1Y | +49.9% | +91.3% | -41.4% | +13.4% |
| 3Y | +22.6% | +146.1% | -123.5% | -18.4% |
| 5Y | +193.6% | +80.8% | +112.8% | +113.2% |
| 10Y | +341.9% | +1,002.8% | -660.9% | +46.7% |
| All | +190.4% | +1,067.2% | -876.8% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling