+512.3%
COR vs KEY
+121.9%
+390.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +3.1% |
| 7D | +2.3% | -0.4% | +2.7% | +2.4% |
| 30D | +6.8% | +7.2% | -0.4% | +5.4% |
| 3M | +8.1% | -4.9% | +13.0% | +9.1% |
| 6M | +33.0% | +1.1% | +31.9% | +32.5% |
| YTD | +3.0% | +6.8% | -3.8% | +1.2% |
| 1Y | -3.4% | +23.3% | -26.7% | -7.8% |
| 3Y | +80.1% | +126.1% | -45.9% | +45.4% |
| 5Y | +194.7% | +15.2% | +179.5% | +171.6% |
| 10Y | +512.3% | +113.6% | +398.7% | +327.1% |
| All | +512.3% | +121.9% | +390.4% | +327.1% |
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