+117.9%
KEY vs COO
+41.2%
+76.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.4% |
| 7D | -1.3% | +4.7% | -6.0% | -3.6% |
| 30D | +5.1% | +13.9% | -8.8% | -1.6% |
| 3M | -7.1% | -14.9% | +7.8% | -0.7% |
| 6M | -4.4% | +2.0% | -6.4% | -7.6% |
| YTD | +4.0% | -23.9% | +27.9% | +17.0% |
| 1Y | +23.4% | -9.6% | +33.0% | +26.4% |
| 3Y | +113.9% | -25.4% | +139.3% | +130.6% |
| 5Y | +12.3% | -41.2% | +53.5% | +35.0% |
| All | +117.9% | +41.2% | +76.7% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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