+59.6%
KEYS vs COPX
+31.7%
+27.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.0% | -10.3% | -8.1% |
| 7D | -14.8% | -3.0% | -11.8% | -13.7% |
| 30D | -25.6% | -13.6% | -12.0% | -20.5% |
| 3M | -16.2% | -11.2% | -5.0% | -12.1% |
| 6M | -18.6% | -2.4% | -16.2% | -19.2% |
| YTD | +40.7% | +4.2% | +36.5% | +34.0% |
| 1Y | +59.6% | +32.2% | +27.4% | +30.5% |
| All | +59.6% | +31.7% | +27.9% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling