+89.3%
KRE vs COO
+40.2%
+49.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | -1.6% | -2.3% | +0.7% | -0.6% |
| 30D | +4.9% | +13.3% | -8.4% | -0.6% |
| 3M | -4.5% | -18.1% | +13.6% | +3.0% |
| 6M | +7.7% | +6.7% | +1.0% | +2.8% |
| YTD | +14.5% | -23.2% | +37.7% | +26.3% |
| 1Y | +21.5% | -12.3% | +33.8% | +26.1% |
| 3Y | +91.2% | -23.6% | +114.8% | +102.8% |
| 5Y | +11.8% | -38.7% | +50.5% | +29.1% |
| 10Y | +89.3% | +42.2% | +47.1% | +82.2% |
| All | +89.3% | +40.2% | +49.2% | +82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling