+471.6%
COP vs KRE
+154.6%
+317.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.4% |
| 7D | +3.0% | +1.3% | +1.7% | +2.2% |
| 30D | +17.5% | -2.7% | +20.2% | +19.0% |
| 3M | +13.4% | +8.2% | +5.2% | +8.2% |
| 6M | +17.7% | +12.8% | +4.9% | +9.1% |
| YTD | +46.6% | +17.5% | +29.1% | +32.3% |
| 1Y | +44.6% | +16.6% | +28.0% | +30.6% |
| 3Y | +20.7% | +79.5% | -58.8% | -17.1% |
| 5Y | +185.0% | +32.4% | +152.6% | +122.8% |
| 10Y | +347.0% | +124.1% | +222.9% | +160.6% |
| All | +471.6% | +154.6% | +317.0% | +182.0% |
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