+5,523.6%
COF vs KR
+2,494.1%
+3,029.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | -6.1% | -2.7% | -3.4% | -5.3% |
| 30D | -5.2% | +1.9% | -7.1% | -5.7% |
| 3M | +17.0% | -11.0% | +28.1% | +20.6% |
| 6M | +12.9% | -20.2% | +33.1% | +19.6% |
| YTD | -13.5% | -7.3% | -6.3% | -13.1% |
| 1Y | -5.9% | -13.1% | +7.2% | -3.8% |
| 3Y | +117.1% | +29.7% | +87.4% | +90.3% |
| 5Y | +45.4% | +48.8% | -3.4% | +18.4% |
| 10Y | +244.1% | +122.8% | +121.3% | +118.7% |
| All | +5,523.6% | +2,494.1% | +3,029.5% | +1,632.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling