+148.6%
KRE vs COR
+2,623.6%
-2,475.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -1.1% |
| 7D | +0.7% | +7.8% | -7.1% | -2.7% |
| 30D | +6.1% | +7.0% | -0.9% | +2.8% |
| 3M | -5.9% | +16.3% | -22.2% | -12.6% |
| 6M | +9.6% | +41.3% | -31.7% | -7.6% |
| YTD | +14.2% | +7.1% | +7.1% | +7.4% |
| 1Y | +22.5% | -0.8% | +23.3% | +19.4% |
| 3Y | +90.4% | +85.0% | +5.4% | +30.2% |
| 5Y | +11.9% | +203.9% | -192.0% | -42.5% |
| 10Y | +88.8% | +510.3% | -421.5% | -37.8% |
| All | +148.6% | +2,623.6% | -2,475.0% | -73.6% |
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