+83.8%
KRE vs COO
+41.1%
+42.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +0.7% | +0.5% | +0.3% | +0.5% |
| 30D | +6.1% | +14.2% | -8.0% | +0.2% |
| 3M | -5.9% | -18.2% | +12.3% | +1.6% |
| 6M | +9.6% | +5.3% | +4.2% | +5.2% |
| YTD | +14.2% | -23.6% | +37.8% | +26.3% |
| 1Y | +22.5% | -12.7% | +35.2% | +27.4% |
| 3Y | +90.4% | -24.2% | +114.6% | +102.6% |
| 5Y | +11.9% | -40.0% | +51.9% | +30.7% |
| All | +83.8% | +41.1% | +42.7% | +73.4% |
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