+93.6%
KRE vs COO
-23.3%
+117.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.0% |
| 7D | -0.4% | +4.3% | -4.7% | -1.7% |
| 30D | +6.4% | +17.6% | -11.1% | +1.3% |
| 3M | -3.1% | -13.9% | +10.8% | +1.2% |
| 6M | +6.4% | +6.6% | -0.2% | +2.9% |
| YTD | +15.3% | -22.0% | +37.3% | +24.1% |
| 1Y | +23.3% | -8.8% | +32.1% | +25.7% |
| 3Y | +93.6% | -21.5% | +115.1% | +86.9% |
| All | +93.6% | -23.3% | +117.0% | +86.9% |
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