+342.9%
KEY vs COPX
+186.2%
+156.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +2.2% | -4.0% | +6.2% | +4.2% |
| 30D | -3.0% | +4.5% | -7.6% | -5.4% |
| 3M | +3.3% | +0.8% | +2.5% | +0.9% |
| 6M | +9.2% | +3.2% | +6.0% | +3.5% |
| YTD | +10.6% | +26.7% | -16.1% | -7.1% |
| 1Y | +20.4% | +85.7% | -65.3% | -17.8% |
| 3Y | +121.8% | +151.2% | -29.3% | +24.0% |
| 5Y | +41.1% | +170.0% | -128.9% | -27.0% |
| 10Y | +168.5% | +572.9% | -404.4% | -18.9% |
| All | +342.9% | +186.2% | +156.6% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling