+186.1%
COR vs KEY
+40.7%
+145.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | +2.8% | +2.2% | +0.6% | +2.7% |
| 30D | +4.5% | -3.0% | +7.6% | +4.7% |
| 3M | +22.7% | +3.3% | +19.3% | +22.4% |
| 6M | -9.7% | +9.2% | -18.9% | -10.2% |
| YTD | -1.4% | +10.6% | -12.1% | -2.1% |
| 1Y | +13.9% | +20.4% | -6.5% | +12.7% |
| 3Y | +94.0% | +121.8% | -27.9% | +81.5% |
| All | +186.1% | +40.7% | +145.4% | +175.5% |
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