+485.0%
COR vs KEYS
+1,067.2%
-582.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | -4.8% | +0.9% | -5.8% | -5.0% |
| 30D | -3.7% | -5.3% | +1.6% | -3.0% |
| 3M | +14.3% | +0.5% | +13.8% | +13.3% |
| 6M | -8.5% | +14.0% | -22.5% | -12.0% |
| YTD | -4.4% | +60.3% | -64.7% | -14.5% |
| 1Y | +9.1% | +91.3% | -82.2% | -6.2% |
| 3Y | +85.2% | +146.1% | -60.9% | +46.2% |
| 5Y | +180.7% | +80.8% | +99.9% | +134.2% |
| 10Y | +403.7% | +1,002.8% | -599.1% | +173.9% |
| All | +485.0% | +1,067.2% | -582.2% | +225.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling