+44.6%
COP vs KRE
+17.8%
+26.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | +3.0% | +1.3% | +1.7% | +3.0% |
| 30D | +17.5% | -2.7% | +20.2% | +17.5% |
| 3M | +13.4% | +8.2% | +5.2% | +12.9% |
| 6M | +17.7% | +12.8% | +4.9% | +16.6% |
| YTD | +46.6% | +17.5% | +29.1% | +41.8% |
| 1Y | +44.6% | +16.6% | +28.0% | +41.1% |
| All | +44.6% | +17.8% | +26.8% | +41.1% |
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