+318.0%
CORZ vs KEY
+66.0%
+252.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | +26.4% | +1.8% | +24.6% | +24.9% |
| 30D | -6.8% | +7.1% | -13.9% | -11.5% |
| 3M | -31.1% | -5.9% | -25.2% | -28.1% |
| 6M | -36.9% | +2.2% | -39.1% | -38.6% |
| YTD | -1.2% | +6.4% | -7.6% | -6.8% |
| 1Y | -12.5% | +24.8% | -37.3% | -27.2% |
| All | +318.0% | +66.0% | +252.0% | +187.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling