+147.8%
KEYS vs COO
-23.7%
+171.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.0% |
| 7D | +6.9% | -2.3% | +9.2% | +7.4% |
| 30D | -19.1% | +13.3% | -32.4% | -21.3% |
| 3M | -11.1% | -18.1% | +7.0% | -7.3% |
| 6M | -16.6% | +6.7% | -23.3% | -19.9% |
| YTD | +50.4% | -23.2% | +73.6% | +60.6% |
| 1Y | +67.5% | -12.3% | +79.8% | +71.7% |
| All | +147.8% | -23.7% | +171.6% | +150.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling