+17,590.3%
COR vs KEY
+351.0%
+17,239.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +0.8% | -1.3% | +2.1% | +1.0% |
| 30D | +5.1% | +5.1% | 0.0% | +4.3% |
| 3M | +2.8% | -7.1% | +9.9% | +4.0% |
| 6M | +32.5% | -4.4% | +36.9% | +33.3% |
| YTD | -0.7% | +4.0% | -4.7% | -1.6% |
| 1Y | -6.7% | +23.4% | -30.1% | -10.1% |
| 3Y | +73.7% | +113.9% | -40.2% | +49.6% |
| 5Y | +177.9% | +12.3% | +165.5% | +157.8% |
| 10Y | +533.8% | +125.5% | +408.3% | +403.3% |
| All | +17,590.3% | +351.0% | +17,239.3% | +8,060.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling