+329.9%
COP vs KRE
+86.0%
+243.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | +3.4% | +0.3% | +3.1% | +3.2% |
| 30D | -0.6% | +5.0% | -5.6% | -3.7% |
| 3M | +10.8% | -5.7% | +16.5% | +14.2% |
| 6M | +19.6% | +7.5% | +12.1% | +13.2% |
| YTD | +52.9% | +13.8% | +39.1% | +38.1% |
| 1Y | +62.2% | +20.7% | +41.5% | +41.1% |
| 3Y | +32.4% | +90.1% | -57.8% | -18.7% |
| 5Y | +129.7% | +11.5% | +118.2% | +94.4% |
| All | +329.9% | +86.0% | +243.9% | +125.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling