-11.0%
KR vs COO
-20.3%
+9.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.7% |
| 7D | -0.2% | -22.5% | +22.4% | +0.6% |
| 30D | +5.1% | -29.7% | +34.8% | +6.1% |
| 3M | -8.2% | -20.1% | +12.0% | -7.3% |
| 6M | -18.0% | -26.9% | +8.9% | -18.5% |
| YTD | -4.8% | -34.2% | +29.5% | -5.8% |
| 1Y | -11.0% | -21.3% | +10.2% | -12.9% |
| All | -11.0% | -20.3% | +9.3% | -12.9% |
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