+275.2%
KRE vs COPX
+179.8%
+95.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.0% | +7.5% | +3.3% |
| 7D | -1.4% | -2.9% | +1.5% | -0.5% |
| 30D | -3.9% | 0.0% | -3.9% | -4.4% |
| 3M | +3.6% | +14.8% | -11.2% | -3.6% |
| 6M | +15.4% | +7.0% | +8.3% | +8.4% |
| YTD | +15.2% | +23.8% | -8.6% | +0.1% |
| 1Y | +16.5% | +75.7% | -59.2% | -13.9% |
| 3Y | +85.2% | +156.4% | -71.2% | +11.2% |
| 5Y | +33.1% | +167.6% | -134.5% | -24.6% |
| 10Y | +123.1% | +569.1% | -446.1% | -22.2% |
| All | +275.2% | +179.8% | +95.4% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling