+953.7%
KEYS vs COO
+67.7%
+886.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.4% |
| 3M | -15.9% | -18.2% | +2.3% | -10.2% |
| 6M | -17.6% | +5.3% | -22.9% | -21.9% |
| YTD | +46.5% | -23.6% | +70.1% | +59.4% |
| 1Y | +66.9% | -12.7% | +79.6% | +71.2% |
| 3Y | +141.4% | -24.2% | +165.6% | +152.6% |
| 5Y | +59.5% | -40.0% | +99.5% | +82.3% |
| 10Y | +761.1% | +41.6% | +719.5% | +594.7% |
| All | +953.7% | +67.7% | +886.0% | +709.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling