+421.5%
CORZ vs KEYS
+117.0%
+304.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.0% | -0.7% | 0.0% |
| 7D | +0.3% | +3.5% | -3.2% | -2.4% |
| 30D | -14.0% | -4.5% | -9.6% | -10.7% |
| 3M | -34.1% | -0.4% | -33.7% | -34.1% |
| 6M | +8.5% | +19.1% | -10.7% | -5.6% |
| YTD | +23.2% | +66.7% | -43.4% | -21.4% |
| 1Y | +15.4% | +96.5% | -81.1% | -37.1% |
| All | +421.5% | +117.0% | +304.5% | +163.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling