+2,323.0%
COST vs KRE
+151.4%
+2,171.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -3.2% | +2.3% | -5.5% | -3.8% |
| 30D | -4.0% | -2.5% | -1.5% | -3.3% |
| 3M | -6.5% | +6.2% | -12.7% | -8.1% |
| 6M | -8.5% | +15.8% | -24.4% | -12.3% |
| YTD | +6.0% | +16.0% | -10.0% | +1.4% |
| 1Y | -5.8% | +16.2% | -22.0% | -10.2% |
| 3Y | +71.8% | +86.4% | -14.6% | +40.2% |
| 5Y | +106.2% | +33.0% | +73.3% | +81.7% |
| 10Y | +602.0% | +123.0% | +479.1% | +385.2% |
| All | +2,323.0% | +151.4% | +2,171.6% | +1,390.1% |
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