+22.5%
KRE vs COR
-0.1%
+22.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | +0.1% |
| 7D | +0.7% | +7.8% | -7.1% | +0.3% |
| 30D | +6.1% | +7.0% | -0.9% | +5.7% |
| 3M | -5.9% | +16.3% | -22.2% | -6.6% |
| 6M | +9.6% | +41.3% | -31.7% | +8.0% |
| YTD | +14.2% | +7.1% | +7.1% | +12.8% |
| 1Y | +22.5% | -0.8% | +23.3% | +20.7% |
| All | +22.5% | -0.1% | +22.6% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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