+584.4%
KR vs COPX
+179.5%
+404.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -0.2% | -2.3% | +2.2% | 0.0% |
| 30D | +5.1% | +0.3% | +4.8% | +4.9% |
| 3M | -8.2% | +6.8% | -15.0% | -8.8% |
| 6M | -18.0% | +7.9% | -25.9% | -19.0% |
| YTD | -4.8% | +23.7% | -28.5% | -7.5% |
| 1Y | -11.0% | +71.5% | -82.6% | -16.3% |
| 3Y | +37.7% | +149.1% | -111.4% | +22.9% |
| 5Y | +52.8% | +167.3% | -114.5% | +33.6% |
| 10Y | +128.8% | +568.5% | -439.7% | +71.7% |
| All | +584.4% | +179.5% | +404.9% | +477.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling