+13.9%
COR vs KEY
+21.3%
-7.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | +2.8% | +2.2% | +0.6% | +2.8% |
| 30D | +4.5% | -3.0% | +7.6% | +4.5% |
| 3M | +22.7% | +3.3% | +19.3% | +22.5% |
| 6M | -9.7% | +9.2% | -18.9% | -10.2% |
| YTD | -1.4% | +10.6% | -12.1% | -2.0% |
| 1Y | +13.9% | +20.4% | -6.5% | +15.9% |
| All | +13.9% | +21.3% | -7.4% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling