+133.4%
KR vs COPX
+583.8%
-450.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -0.2% | -2.3% | +2.2% | -0.1% |
| 30D | +5.1% | +0.3% | +4.8% | +5.0% |
| 3M | -8.2% | +6.8% | -15.0% | -8.4% |
| 6M | -18.0% | +7.9% | -25.9% | -18.5% |
| YTD | -4.8% | +23.7% | -28.5% | -6.3% |
| 1Y | -11.0% | +71.5% | -82.6% | -14.4% |
| 3Y | +37.7% | +149.1% | -111.4% | +27.4% |
| 5Y | +52.8% | +167.3% | -114.5% | +39.1% |
| All | +133.4% | +583.8% | -450.4% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling