+1,018.0%
KEYS vs COO
+17.0%
+1,001.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | +3.5% | -22.5% | +26.0% | +14.0% |
| 30D | -4.5% | -29.7% | +25.3% | +9.4% |
| 3M | -0.4% | -20.1% | +19.7% | +7.2% |
| 6M | +19.1% | -26.9% | +46.0% | +32.6% |
| YTD | +66.7% | -34.2% | +100.9% | +94.6% |
| 1Y | +96.5% | -21.3% | +117.7% | +110.8% |
| 3Y | +155.2% | -38.7% | +193.8% | +194.1% |
| 5Y | +88.0% | -52.2% | +140.2% | +139.6% |
| All | +1,018.0% | +17.0% | +1,001.0% | +894.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling