+127.2%
KR vs COO
+17.5%
+109.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -14.7% | +15.6% | +1.7% |
| 7D | -2.7% | -23.3% | +20.6% | -1.3% |
| 30D | +1.9% | -29.5% | +31.4% | +3.9% |
| 3M | -11.0% | -20.0% | +8.9% | -10.0% |
| 6M | -20.2% | -27.2% | +7.0% | -18.9% |
| YTD | -7.3% | -33.9% | +26.6% | -5.3% |
| 1Y | -13.1% | -19.9% | +6.8% | -12.4% |
| 3Y | +29.7% | -38.1% | +67.8% | +32.0% |
| 5Y | +48.8% | -52.0% | +100.7% | +53.2% |
| All | +127.2% | +17.5% | +109.7% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling