+325.9%
KEY vs COPX
+124.2%
+201.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +1.0% |
| 7D | +1.8% | +1.1% | +0.7% | +1.1% |
| 30D | +7.1% | -15.9% | +23.0% | +15.6% |
| 3M | -5.9% | -19.6% | +13.7% | +2.8% |
| 6M | +2.2% | -21.5% | +23.7% | +10.6% |
| YTD | +6.4% | -0.8% | +7.2% | -0.9% |
| 1Y | +24.8% | +15.2% | +9.6% | +7.4% |
| 3Y | +125.2% | +134.7% | -9.5% | +27.3% |
| 5Y | +13.0% | +111.3% | -98.3% | -34.7% |
| 10Y | +98.5% | +324.3% | -225.9% | -26.6% |
| All | +325.9% | +124.2% | +201.7% | +87.6% |
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