+335.9%
COP vs KRE
+123.4%
+212.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.8% |
| 7D | -0.5% | -1.1% | +0.6% | +0.1% |
| 30D | +11.7% | -3.4% | +15.1% | +13.9% |
| 3M | +17.7% | +3.7% | +14.0% | +14.5% |
| 6M | +18.3% | +14.8% | +3.6% | +7.3% |
| YTD | +49.1% | +14.7% | +34.4% | +34.5% |
| 1Y | +53.3% | +16.0% | +37.3% | +36.6% |
| 3Y | +22.2% | +84.3% | -62.1% | -23.4% |
| 5Y | +193.3% | +30.9% | +162.4% | +119.9% |
| All | +335.9% | +123.4% | +212.5% | +113.5% |
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