+444.5%
CORZ vs KEYS
+113.7%
+330.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +3.1% |
| 7D | +16.6% | +4.4% | +12.1% | +12.5% |
| 30D | -10.9% | -2.2% | -8.6% | -9.1% |
| 3M | -31.0% | +0.5% | -31.6% | -31.5% |
| 6M | +26.0% | +22.4% | +3.7% | +7.4% |
| YTD | +28.6% | +64.1% | -35.5% | -16.9% |
| 1Y | +34.5% | +97.0% | -62.5% | -27.1% |
| All | +444.5% | +113.7% | +330.8% | +179.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling