+13.4%
COP vs KRE
+9.7%
+3.6%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -0.8% |
| 7D | +3.0% | +1.3% | +1.7% | +3.6% |
| 30D | +17.5% | -2.7% | +20.2% | +16.1% |
| 3M | +13.4% | +8.2% | +5.2% | +12.5% |
| All | +13.4% | +9.7% | +3.6% | +12.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling