+1,013.4%
KEY vs COO
+5,456.7%
-4,443.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.6% |
| 7D | -2.5% | +5.3% | -7.7% | -3.0% |
| 30D | +4.1% | +12.5% | -8.5% | +2.7% |
| 3M | -8.4% | -15.1% | +6.8% | -6.9% |
| 6M | -2.3% | +3.7% | -6.0% | -3.0% |
| YTD | +4.6% | -22.5% | +27.1% | +7.2% |
| 1Y | +24.6% | -7.8% | +32.4% | +25.2% |
| 3Y | +112.8% | -24.1% | +136.9% | +117.5% |
| 5Y | +12.9% | -40.1% | +53.0% | +18.0% |
| 10Y | +126.7% | +44.7% | +82.0% | +120.0% |
| All | +1,013.4% | +5,456.7% | -4,443.4% | +847.9% |
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 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