-0.8%
COR vs KEY
+25.9%
-26.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.3% | +2.9% |
| 7D | +7.8% | +2.9% | +4.9% | +7.6% |
| 30D | +7.0% | +8.4% | -1.4% | +6.9% |
| 3M | +16.3% | -5.8% | +22.0% | +16.0% |
| 6M | +41.3% | +5.4% | +35.8% | +40.9% |
| YTD | +7.1% | +7.1% | +0.1% | +6.2% |
| 1Y | -0.8% | +26.8% | -27.6% | -1.2% |
| All | -0.8% | +25.9% | -26.8% | -1.2% |
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