+127.3%
KEY vs COPX
+134.4%
-7.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.3% |
| 7D | +1.8% | +1.1% | +0.7% | +1.5% |
| 30D | +7.1% | -15.9% | +23.0% | +11.5% |
| 3M | -5.9% | -19.6% | +13.7% | -1.4% |
| 6M | +2.2% | -21.5% | +23.7% | +6.9% |
| YTD | +6.4% | -0.8% | +7.2% | +0.8% |
| 1Y | +24.8% | +15.2% | +9.6% | +11.7% |
| All | +127.3% | +134.4% | -7.1% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 3y: compounded portfolio wealth divided by compounded COPX 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…
3y analysis · Full analysis span regression · 6 months rolling