+38.8%
KEY vs COPX
+193.3%
-154.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -0.3% | +6.0% | -6.3% | -2.4% |
| 30D | -3.3% | +6.4% | -9.7% | -5.6% |
| 3M | -0.7% | +19.3% | -20.0% | -7.7% |
| 6M | +12.5% | +16.2% | -3.7% | +3.9% |
| YTD | +8.4% | +33.2% | -24.8% | -7.1% |
| 1Y | +18.4% | +90.2% | -71.8% | -13.9% |
| 3Y | +123.3% | +175.7% | -52.3% | +29.7% |
| 5Y | +38.8% | +193.1% | -154.3% | -23.8% |
| All | +38.8% | +193.3% | -154.5% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling