+155.8%
KRE vs COO
+543.1%
-387.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.2% |
| 7D | +1.3% | -2.2% | +3.5% | +2.3% |
| 30D | -2.7% | -7.0% | +4.3% | +0.2% |
| 3M | +8.2% | +12.2% | -4.0% | +2.5% |
| 6M | +12.8% | -15.1% | +27.9% | +20.1% |
| YTD | +17.5% | -15.1% | +32.6% | +25.0% |
| 1Y | +16.6% | +2.3% | +14.2% | +14.1% |
| 3Y | +79.5% | -23.7% | +103.1% | +92.9% |
| 5Y | +32.4% | -38.9% | +71.3% | +53.4% |
| 10Y | +124.1% | +49.9% | +74.2% | +73.7% |
| All | +155.8% | +543.1% | -387.3% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling