+179.3%
COR vs KEYS
+87.1%
+92.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | +0.1% |
| 7D | -2.8% | +3.5% | -6.3% | -2.9% |
| 30D | +2.6% | -4.5% | +7.0% | +2.7% |
| 3M | +14.5% | -0.4% | +14.9% | +14.3% |
| 6M | -7.8% | +19.1% | -26.9% | -9.4% |
| YTD | -4.2% | +66.7% | -70.9% | -8.1% |
| 1Y | +7.0% | +96.5% | -89.5% | +1.4% |
| 3Y | +85.5% | +155.2% | -69.6% | +69.0% |
| All | +179.3% | +87.1% | +92.2% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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