+151.0%
KRE vs COO
+490.8%
-339.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +0.7% |
| 7D | -0.4% | +4.3% | -4.7% | -2.2% |
| 30D | +6.4% | +17.6% | -11.1% | -0.6% |
| 3M | -3.1% | -13.9% | +10.8% | +2.0% |
| 6M | +6.4% | +6.6% | -0.2% | +1.9% |
| YTD | +15.3% | -22.0% | +37.3% | +25.8% |
| 1Y | +23.3% | -8.8% | +32.1% | +25.6% |
| 3Y | +93.6% | -21.5% | +115.1% | +103.4% |
| 5Y | +13.2% | -41.0% | +54.2% | +31.7% |
| 10Y | +103.1% | +40.9% | +62.2% | +60.1% |
| All | +151.0% | +490.8% | -339.7% | -13.5% |
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