+20.8%
COP vs KRE
+87.7%
-66.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | -0.8% | +2.3% | -3.2% | -1.5% |
| 30D | +15.6% | -2.5% | +18.1% | +16.4% |
| 3M | +14.3% | +6.2% | +8.1% | +11.9% |
| 6M | +17.0% | +15.8% | +1.2% | +10.8% |
| YTD | +47.4% | +16.0% | +31.4% | +39.0% |
| 1Y | +52.4% | +16.2% | +36.2% | +43.4% |
| 3Y | +20.8% | +86.4% | -65.6% | +0.9% |
| All | +20.8% | +87.7% | -66.8% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling