+322.1%
CORZ vs KEYS
+90.8%
+231.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.1% | +2.8% |
| 7D | +23.5% | +9.4% | +14.1% | +14.6% |
| 30D | +7.5% | -16.8% | +24.2% | +26.3% |
| 3M | -26.6% | -15.9% | -10.7% | -14.4% |
| 6M | -39.5% | -17.6% | -21.9% | -28.8% |
| YTD | -0.3% | +46.5% | -46.8% | -28.4% |
| 1Y | -4.2% | +66.9% | -71.1% | -39.1% |
| All | +322.1% | +90.8% | +231.3% | +140.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling