+493.6%
COR vs KEY
+107.2%
+386.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | +7.6% | +6.7% | +0.9% | +6.3% |
| 3M | +5.0% | -4.6% | +9.6% | +5.9% |
| 6M | +35.3% | +2.6% | +32.7% | +34.4% |
| YTD | +4.2% | +7.0% | -2.7% | +2.4% |
| 1Y | -3.4% | +23.5% | -26.9% | -7.9% |
| 3Y | +81.1% | +126.4% | -45.3% | +46.2% |
| 5Y | +195.8% | +13.0% | +182.8% | +174.4% |
| 10Y | +493.6% | +99.5% | +394.1% | +334.1% |
| All | +493.6% | +107.2% | +386.4% | +334.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling