-17.6%
KEYS vs COO
+5.4%
-22.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -1.9% |
| 7D | +9.4% | +0.5% | +8.9% | +9.5% |
| 30D | -16.8% | +14.2% | -30.9% | -13.8% |
| 3M | -15.9% | -18.2% | +2.3% | -21.7% |
| 6M | -17.6% | +5.3% | -22.9% | -15.8% |
| All | -17.6% | +5.4% | -22.9% | -15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling