+1,078.2%
KEY vs COO
+5,988.7%
-4,910.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | +2.2% | -2.2% | +4.4% | +2.5% |
| 30D | -3.0% | -7.0% | +4.0% | -2.2% |
| 3M | +3.3% | +12.2% | -8.9% | +1.9% |
| 6M | +9.2% | -15.1% | +24.3% | +11.1% |
| YTD | +10.6% | -15.1% | +25.7% | +12.5% |
| 1Y | +20.4% | +2.3% | +18.1% | +19.9% |
| 3Y | +121.8% | -23.7% | +145.5% | +127.1% |
| 5Y | +41.1% | -38.9% | +80.1% | +47.3% |
| 10Y | +168.5% | +49.9% | +118.6% | +159.7% |
| All | +1,078.2% | +5,988.7% | -4,910.5% | +895.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling