+177.9%
KO vs KEY
+171.1%
+6.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | -1.8% | +0.7% | -0.9% |
| 30D | +1.6% | -3.3% | +4.9% | +2.0% |
| 3M | +5.8% | -0.2% | +5.9% | +5.7% |
| 6M | +14.3% | +12.1% | +2.2% | +12.2% |
| YTD | +27.3% | +8.4% | +18.9% | +25.4% |
| 1Y | +33.2% | +17.6% | +15.5% | +29.4% |
| 3Y | +64.5% | +123.3% | -58.9% | +40.2% |
| 5Y | +83.1% | +39.5% | +43.6% | +65.3% |
| All | +177.9% | +171.1% | +6.8% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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