+4,518.6%
COP vs KR
+4,382.3%
+136.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.0% |
| 7D | -0.8% | -1.3% | +0.4% | -0.6% |
| 30D | +15.6% | +1.5% | +14.1% | +15.3% |
| 3M | +14.3% | -8.5% | +22.9% | +15.8% |
| 6M | +17.0% | -21.9% | +38.9% | +21.5% |
| YTD | +47.4% | -6.9% | +54.3% | +48.8% |
| 1Y | +52.4% | -14.0% | +66.4% | +55.5% |
| 3Y | +20.8% | +30.3% | -9.5% | +13.9% |
| 5Y | +191.7% | +37.7% | +154.0% | +169.9% |
| 10Y | +325.1% | +125.2% | +199.9% | +249.3% |
| All | +4,518.6% | +4,382.3% | +136.3% | +2,337.5% |
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