+94.2%
KEY vs COO
+41.1%
+53.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | +2.9% | +0.5% | +2.5% | +2.7% |
| 30D | +8.4% | +14.2% | -5.7% | +1.4% |
| 3M | -5.8% | -18.2% | +12.5% | +3.0% |
| 6M | +5.4% | +5.3% | +0.1% | +0.2% |
| YTD | +7.1% | -23.6% | +30.6% | +20.2% |
| 1Y | +26.8% | -12.7% | +39.5% | +32.3% |
| 3Y | +128.7% | -24.2% | +152.9% | +144.3% |
| 5Y | +13.6% | -40.0% | +53.6% | +35.5% |
| All | +94.2% | +41.1% | +53.1% | +74.4% |
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