+86.8%
KRE vs COR
+86.7%
+0.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.3% |
| 7D | +2.3% | -1.9% | +4.2% | +2.3% |
| 30D | -2.5% | +1.5% | -4.0% | -2.4% |
| 3M | +6.2% | +18.7% | -12.5% | +6.8% |
| 6M | +15.8% | -9.0% | +24.9% | +14.5% |
| YTD | +16.0% | -3.3% | +19.3% | +15.4% |
| 1Y | +16.2% | +9.8% | +6.3% | +17.3% |
| All | +86.8% | +86.7% | +0.1% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling