+23.0%
KEY vs COO
-8.8%
+31.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.1% |
| 7D | -0.4% | +4.3% | -4.7% | -1.3% |
| 30D | +7.2% | +17.6% | -10.4% | +3.4% |
| 3M | -4.9% | -13.9% | +9.0% | -0.2% |
| 6M | +1.1% | +6.6% | -5.5% | -2.9% |
| YTD | +6.8% | -22.0% | +28.8% | +18.4% |
| All | +23.0% | -8.8% | +31.8% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling