+338.5%
COP vs KR
+129.5%
+209.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.1% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | +8.6% | +5.1% | +3.6% | +7.9% |
| 3M | +19.9% | -8.2% | +28.0% | +21.0% |
| 6M | +19.0% | -18.0% | +37.0% | +21.8% |
| YTD | +50.0% | -4.8% | +54.7% | +50.8% |
| 1Y | +50.5% | -11.0% | +61.5% | +52.4% |
| 3Y | +25.2% | +37.7% | -12.5% | +18.5% |
| 5Y | +194.3% | +52.8% | +141.5% | +174.4% |
| All | +338.5% | +129.5% | +209.0% | +285.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling