+43.1%
COF vs KR
+52.3%
-9.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.5% |
| 7D | -5.1% | -0.2% | -5.0% | -5.1% |
| 30D | -6.0% | +5.1% | -11.1% | -6.2% |
| 3M | +14.8% | -8.2% | +23.0% | +15.1% |
| 6M | +15.3% | -18.0% | +33.3% | +16.1% |
| YTD | -13.0% | -4.8% | -8.3% | -13.5% |
| 1Y | -5.7% | -11.0% | +5.3% | -5.7% |
| 3Y | +118.1% | +37.7% | +80.5% | +99.6% |
| All | +43.1% | +52.3% | -9.2% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling