-42.9%
CORZ vs KEY
+24.1%
-67.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.9% | +3.6% |
| 7D | -11.2% | -1.3% | -10.0% | -10.7% |
| 30D | -26.2% | +5.1% | -31.4% | -28.6% |
| 3M | -44.1% | -7.1% | -37.0% | -41.6% |
| 6M | -52.3% | -4.4% | -47.9% | -51.1% |
| YTD | -19.2% | +4.0% | -23.2% | -23.6% |
| 1Y | -42.9% | +23.4% | -66.3% | -52.3% |
| All | -42.9% | +24.1% | -67.0% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling