+149.4%
KEYS vs COO
-27.8%
+177.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.2% | +5.5% | +0.7% |
| 7D | +2.9% | -9.0% | +11.9% | +5.1% |
| 30D | -1.3% | -16.8% | +15.5% | +2.9% |
| 3M | -0.1% | -7.5% | +7.4% | +0.8% |
| 6M | +17.4% | -16.3% | +33.6% | +22.3% |
| YTD | +62.9% | -22.5% | +85.5% | +74.2% |
| 1Y | +95.7% | -7.0% | +102.7% | +97.7% |
| All | +149.4% | -27.8% | +177.2% | +157.8% |
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