+1,052.7%
KEYS vs COPX
+349.7%
+703.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.4% | +1.0% |
| 7D | +0.9% | -2.9% | +3.8% | +1.9% |
| 30D | -5.3% | 0.0% | -5.3% | -5.6% |
| 3M | +0.5% | +14.8% | -14.3% | -5.1% |
| 6M | +14.0% | +7.0% | +7.0% | +9.5% |
| YTD | +60.3% | +23.8% | +36.4% | +45.1% |
| 1Y | +91.3% | +75.7% | +15.6% | +51.6% |
| 3Y | +146.1% | +156.4% | -10.3% | +66.4% |
| 5Y | +80.8% | +167.6% | -86.8% | +17.2% |
| 10Y | +1,002.8% | +569.1% | +433.6% | +378.8% |
| All | +1,052.7% | +349.7% | +703.0% | +392.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling