+150.8%
KRE vs COF
+234.6%
-83.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.5% |
| 7D | -1.4% | -6.1% | +4.7% | +2.1% |
| 30D | -3.9% | -5.2% | +1.3% | -1.1% |
| 3M | +3.6% | +17.0% | -13.4% | -5.8% |
| 6M | +15.4% | +12.9% | +2.5% | +6.7% |
| YTD | +15.2% | -13.5% | +28.8% | +23.0% |
| 1Y | +16.5% | -5.9% | +22.3% | +18.4% |
| 3Y | +85.2% | +117.1% | -32.0% | +15.7% |
| 5Y | +33.1% | +45.4% | -12.3% | +1.4% |
| 10Y | +123.1% | +244.1% | -121.0% | +3.8% |
| All | +150.8% | +234.6% | -83.8% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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