+71.4%
KR vs COO
-24.0%
+95.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | +4.6% | +0.5% | +4.1% | +4.6% |
| 30D | +12.2% | +14.2% | -1.9% | +12.5% |
| 3M | +24.6% | -18.2% | +42.8% | +24.0% |
| 6M | +8.2% | +5.3% | +2.8% | +8.8% |
| YTD | +15.3% | -23.6% | +38.8% | +14.0% |
| 1Y | +9.8% | -12.7% | +22.4% | +9.1% |
| 3Y | +71.4% | -24.2% | +95.5% | +65.2% |
| All | +71.4% | -24.0% | +95.4% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling