-2.3%
KEY vs COO
+3.2%
-5.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.6% |
| 7D | -2.5% | +5.3% | -7.7% | -3.1% |
| 30D | +4.1% | +12.5% | -8.5% | +2.8% |
| 3M | -8.4% | -15.1% | +6.8% | -5.3% |
| 6M | -2.3% | +3.7% | -6.0% | -3.9% |
| All | -2.3% | +3.2% | -5.5% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling