-11.7%
KR vs COO
+4.1%
-15.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +1.5% | -2.2% | +3.7% | +1.6% |
| 30D | +4.1% | -7.0% | +11.1% | +4.3% |
| 3M | -5.2% | +12.2% | -17.4% | -4.9% |
| 6M | -12.8% | -15.1% | +2.3% | -14.1% |
| YTD | -4.6% | -15.1% | +10.5% | -6.2% |
| 1Y | -11.7% | +2.3% | -14.0% | -14.3% |
| All | -11.7% | +4.1% | -15.8% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling