+12.2%
KEY vs COO
-41.6%
+53.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -1.3% | +4.7% | -6.0% | -2.9% |
| 30D | +5.1% | +13.9% | -8.8% | +0.2% |
| 3M | -7.1% | -14.9% | +7.8% | -2.1% |
| 6M | -4.4% | +2.0% | -6.4% | -6.7% |
| YTD | +4.0% | -23.9% | +27.9% | +14.1% |
| 1Y | +23.4% | -9.6% | +33.0% | +26.2% |
| 3Y | +113.9% | -25.4% | +139.3% | +126.7% |
| All | +12.2% | -41.6% | +53.8% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling