+44.6%
COP vs KR
-12.5%
+57.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +3.0% | +1.5% | +1.5% | +2.6% |
| 30D | +17.5% | +4.1% | +13.4% | +16.3% |
| 3M | +13.4% | -5.2% | +18.6% | +15.1% |
| 6M | +17.7% | -12.8% | +30.5% | +23.2% |
| YTD | +46.6% | -4.6% | +51.2% | +51.7% |
| 1Y | +44.6% | -11.7% | +56.3% | +47.3% |
| All | +44.6% | -12.5% | +57.1% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling