+60.7%
COP vs KRE
+27.2%
+33.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.7% | -6.9% | -5.0% |
| 7D | -8.1% | +2.8% | -10.9% | -7.8% |
| 30D | +6.7% | +5.3% | +1.3% | +7.2% |
| 3M | +16.9% | -4.2% | +21.1% | +16.4% |
| 6M | +11.2% | +8.7% | +2.5% | +11.5% |
| YTD | +49.5% | +16.4% | +33.1% | +44.4% |
| 1Y | +60.7% | +26.9% | +33.8% | +51.4% |
| All | +60.7% | +27.2% | +33.5% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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