+755.4%
KEYS vs COO
+41.1%
+714.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | +9.4% | +0.5% | +8.9% | +9.2% |
| 30D | -16.8% | +14.2% | -30.9% | -21.6% |
| 3M | -15.9% | -18.2% | +2.3% | -10.1% |
| 6M | -17.6% | +5.3% | -22.9% | -22.0% |
| YTD | +46.5% | -23.6% | +70.1% | +59.9% |
| 1Y | +66.9% | -12.7% | +79.6% | +71.3% |
| 3Y | +141.4% | -24.2% | +165.6% | +152.5% |
| 5Y | +59.5% | -40.0% | +99.5% | +83.4% |
| All | +755.4% | +41.1% | +714.3% | +591.5% |
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