+90.1%
KEYS vs COPX
+163.4%
-73.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.8% |
| 6M | +19.1% | +7.9% | +11.2% | +13.2% |
| YTD | +66.7% | +23.7% | +42.9% | +49.2% |
| 1Y | +96.5% | +71.5% | +24.9% | +53.2% |
| 3Y | +155.2% | +149.1% | +6.1% | +66.4% |
| All | +90.1% | +163.4% | -73.3% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling