+86.4%
KRE vs COO
-23.3%
+109.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | -0.4% |
| 7D | +2.3% | -2.3% | +4.6% | +3.1% |
| 30D | -2.5% | -8.8% | +6.3% | +0.5% |
| 3M | +6.2% | +1.3% | +4.9% | +5.4% |
| 6M | +15.8% | -11.6% | +27.4% | +20.3% |
| YTD | +16.0% | -17.4% | +33.4% | +23.3% |
| 1Y | +16.2% | -1.6% | +17.8% | +16.0% |
| 3Y | +86.4% | -22.6% | +109.1% | +92.0% |
| All | +86.4% | -23.3% | +109.7% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling