+405.0%
COR vs KEY
+173.8%
+231.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | +2.8% | +2.2% | +0.6% | +2.3% |
| 30D | +4.5% | -3.0% | +7.6% | +5.1% |
| 3M | +22.7% | +3.3% | +19.3% | +21.7% |
| 6M | -9.7% | +9.2% | -18.9% | -11.5% |
| YTD | -1.4% | +10.6% | -12.1% | -3.8% |
| 1Y | +13.9% | +20.4% | -6.5% | +9.0% |
| 3Y | +94.0% | +121.8% | -27.9% | +56.2% |
| 5Y | +184.0% | +41.1% | +142.9% | +145.7% |
| All | +405.0% | +173.8% | +231.2% | +191.7% |
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 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