+16.1%
KRE vs COPX
+73.7%
-57.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.8% | -2.3% | +0.5% | -1.7% |
| 30D | -4.5% | +0.3% | -4.8% | -4.6% |
| 3M | +2.7% | +6.8% | -4.1% | +1.9% |
| 6M | +16.9% | +7.9% | +8.9% | +14.8% |
| YTD | +15.4% | +23.7% | -8.4% | +9.6% |
| 1Y | +16.1% | +71.5% | -55.5% | +12.1% |
| All | +16.1% | +73.7% | -57.7% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling