+4,304.6%
KR vs COO
+5,988.7%
-1,684.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +1.5% | -2.2% | +3.7% | +1.6% |
| 30D | +4.1% | -7.0% | +11.1% | +4.4% |
| 3M | -5.2% | +12.2% | -17.4% | -5.7% |
| 6M | -12.8% | -15.1% | +2.3% | -12.2% |
| YTD | -4.6% | -15.1% | +10.5% | -4.0% |
| 1Y | -11.7% | +2.3% | -14.0% | -11.9% |
| 3Y | +36.3% | -23.7% | +59.9% | +37.0% |
| 5Y | +40.0% | -38.9% | +78.9% | +41.7% |
| 10Y | +122.2% | +49.9% | +72.3% | +114.7% |
| All | +4,304.6% | +5,988.7% | -1,684.1% | +3,449.9% |
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 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