-31.9%
CORZ vs KEY
+22.3%
-54.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.6% | +3.4% |
| 7D | -7.8% | +0.5% | -8.3% | -8.0% |
| 30D | -14.8% | +6.9% | -21.7% | -18.3% |
| 3M | -32.5% | -5.0% | -27.5% | -30.2% |
| 6M | -42.7% | +0.7% | -43.4% | -43.6% |
| YTD | -9.8% | +6.5% | -16.3% | -16.3% |
| 1Y | -31.9% | +22.6% | -54.5% | -43.3% |
| All | -31.9% | +22.3% | -54.2% | -43.3% |
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