+181.4%
COR vs KEY
+11.7%
+169.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | +0.8% | -1.3% | +2.1% | +0.9% |
| 30D | +5.1% | +5.1% | 0.0% | +4.9% |
| 3M | +2.8% | -7.1% | +9.9% | +3.2% |
| 6M | +32.5% | -4.4% | +36.9% | +32.7% |
| YTD | -0.7% | +4.0% | -4.7% | -0.9% |
| 1Y | -6.7% | +23.4% | -30.1% | -7.7% |
| 3Y | +73.7% | +113.9% | -40.2% | +63.9% |
| All | +181.4% | +11.7% | +169.7% | +189.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling