+505.8%
COP vs KRE
+147.5%
+358.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | +4.4% | +0.7% | +3.7% | +4.0% |
| 30D | 0.0% | +6.1% | -6.2% | -3.4% |
| 3M | +15.0% | -5.9% | +20.9% | +18.3% |
| 6M | +22.0% | +9.6% | +12.4% | +15.1% |
| YTD | +55.3% | +14.2% | +41.1% | +42.0% |
| 1Y | +64.1% | +22.5% | +41.6% | +44.3% |
| 3Y | +34.1% | +90.4% | -56.3% | -10.8% |
| 5Y | +133.4% | +11.9% | +121.5% | +100.1% |
| 10Y | +338.6% | +88.8% | +249.8% | +177.6% |
| All | +505.8% | +147.5% | +358.3% | +202.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling