-12.5%
CORZ vs KEY
+22.3%
-34.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | +26.4% | +1.8% | +24.6% | +25.2% |
| 30D | -6.8% | +7.1% | -13.9% | -10.6% |
| 3M | -31.1% | -5.9% | -25.2% | -28.4% |
| 6M | -36.9% | +2.2% | -39.1% | -38.5% |
| YTD | -1.2% | +6.4% | -7.6% | -7.0% |
| 1Y | -12.5% | +24.8% | -37.3% | -21.4% |
| All | -12.5% | +22.3% | -34.8% | -21.4% |
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