+404.9%
CORZ vs KEYS
+108.7%
+296.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -2.6% |
| 7D | -3.0% | +0.9% | -3.9% | -3.6% |
| 30D | -12.1% | -5.3% | -6.8% | -8.0% |
| 3M | -32.4% | +0.5% | -32.9% | -32.8% |
| 6M | +12.4% | +14.0% | -1.7% | +1.3% |
| YTD | +19.3% | +60.3% | -41.0% | -21.4% |
| 1Y | +8.6% | +91.3% | -82.7% | -39.6% |
| All | +404.9% | +108.7% | +296.3% | +164.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling