+1,018.0%
KEYS vs COPX
+583.8%
+434.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.5% | -2.3% | +5.8% | +4.4% |
| 30D | -4.5% | +0.3% | -4.7% | -4.9% |
| 3M | -0.4% | +6.8% | -7.2% | -3.7% |
| 6M | +19.1% | +7.9% | +11.2% | +13.5% |
| YTD | +66.7% | +23.7% | +42.9% | +49.5% |
| 1Y | +96.5% | +71.5% | +24.9% | +53.7% |
| 3Y | +155.2% | +149.1% | +6.1% | +67.6% |
| 5Y | +88.0% | +167.3% | -79.3% | +16.3% |
| All | +1,018.0% | +583.8% | +434.2% | +326.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling