+118.1%
COF vs KR
+33.5%
+84.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.8% |
| 7D | -5.1% | -0.2% | -5.0% | -5.2% |
| 30D | -6.0% | +5.1% | -11.1% | -5.6% |
| 3M | +14.8% | -8.2% | +23.0% | +13.8% |
| 6M | +15.3% | -18.0% | +33.3% | +13.1% |
| YTD | -13.0% | -4.8% | -8.3% | -13.8% |
| 1Y | -5.7% | -11.0% | +5.3% | -6.7% |
| 3Y | +118.1% | +37.7% | +80.5% | +97.9% |
| All | +118.1% | +33.5% | +84.6% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 3y: compounded portfolio wealth divided by compounded KR 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…
3y analysis · Full analysis span regression · 6 months rolling