+155.8%
KRE vs COR
+2,405.9%
-2,250.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.4% |
| 7D | +1.3% | +2.8% | -1.5% | 0.0% |
| 30D | -2.7% | +4.5% | -7.2% | -5.0% |
| 3M | +8.2% | +22.7% | -14.5% | -2.3% |
| 6M | +12.8% | -9.7% | +22.5% | +16.3% |
| YTD | +17.5% | -1.4% | +18.9% | +15.1% |
| 1Y | +16.6% | +13.9% | +2.7% | +5.7% |
| 3Y | +79.5% | +94.0% | -14.5% | +19.1% |
| 5Y | +32.4% | +184.0% | -151.6% | -29.7% |
| 10Y | +124.1% | +406.8% | -282.6% | -19.2% |
| All | +155.8% | +2,405.9% | -2,250.1% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling