+84.1%
KR vs COO
-40.4%
+124.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.6% |
| 3M | +24.6% | -18.2% | +42.8% | +25.6% |
| 6M | +8.2% | +5.3% | +2.8% | +8.0% |
| YTD | +15.3% | -23.6% | +38.8% | +16.2% |
| 1Y | +9.8% | -12.7% | +22.4% | +9.9% |
| 3Y | +71.4% | -24.2% | +95.5% | +70.7% |
| All | +84.1% | -40.4% | +124.4% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling