+5,222.5%
KR vs COO
+5,381.5%
-159.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.8% |
| YTD | +15.3% | -23.6% | +38.8% | +16.4% |
| 1Y | +9.8% | -12.7% | +22.4% | +10.2% |
| 3Y | +71.4% | -24.2% | +95.5% | +72.2% |
| 5Y | +85.1% | -40.0% | +125.0% | +87.4% |
| 10Y | +159.4% | +41.6% | +117.8% | +151.1% |
| All | +5,222.5% | +5,381.5% | -159.0% | +4,206.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling