Why the estimated value of beta is different for two sub-periods?

Oct-18 Nov-18 Dec-18 Jan-19 Feb-19 Mar- 19 Apr- 19 May -19 Jun -19 Jul -19 Aug- 19 sep-19 Oct-19 Nov-19 Dec-19 Jan-20 Feb-20 Apr May Jun Jul Aug -20 -20 -20 -20 -20 5749.3 5709.4 5937.3 6252.7 6261.7 6418.4 6491.8 6699.2 6896.7 6698.2 6800.6 6772.9 6948 6802.4 7121.2 6511.5 5110.6 5872.2 6001.3 6058.3 6245.9 6009.3 6133.2 6742.1 6850.6 6870.9 6940.6 7017 7290.7 7406.7 7585 7664.2 7823.3 0.035 0.035 0.032 0.028 0.028 0.035 0.035 0.025 0.024 0.027 0.025 0.022 0.029 0.023 0.022 0.02 0.017 0.014 0.014 0.015 0.025 0.014 0.015 0.025 0.031 0.029 0.028 0.069 0.058 0.042 0.042 0.042 0.1921 0.1954 0.1954 0.1970 0.1978 0.1962 0.1938 0.1791 0.1733 0.1611 0.1562 0.1365 0.1274 0.1274 0.1258 0.1258 0.0117 0.0108 0.0133 0.0108 0.0083 0.0092 0.0083 0.0075 0.0075 0.0067 0.0033 0.0025 0.0017 0.0017 0.0033 0.0042 -0.694 3.9917 5.3122 0.1439 2.5025 1.1436 3.1948 2.9481 -2.878 1.5288 -0.407 2.5853 -2.096 4.6866 -8.562 -21.51 4.9038 2.1985 0.9498 3.0966 -3.788 2.0618 9.9279 1.6093 0.2963 1.0144 1.1008 3.9005 1.5911 2.4073 1.0442 2.0759 -8.5714 -28.571 -7.4074 31.8182 -20.69 -4.3478 -9.0909 17.6471 7.14286 66.6667 7.14286 66.6667 -6.4516 -3.4483 146.429 -15.942 -27.586 -0.1921 -8.7668 -12.6954 -0.1970 24.8022 -0.1962 -28.7652 -4.1791 12.3267 -7.5685 -12.1562 31.6817 -20.8171 -4.4753 -9.2167 -15.1258 17.6354 -30.0108 -0.0133 7.1320 66.6583 -44.0092 7.1345 66.6592 23.9925 -6.4583 -3.4516 146.4261 -15.9437 -27.5879 -0.0033 -0.0042 -0.8861 3.7963 5.1168 -0.0531 2.3047 0.9474 3.0010 2.7691 -3.0515 1.3677 -0.5635 -2.2230 4.5591 -8.6876 -21.6400 4.89 2.18 0.93 9.91 o. 1.00 2. 2.07 Average STD Varaince Correlation coefficient Beta Average STD Varaince Correlation coefficient Beta -3.4713 15.56329 242.2161 0.191736 0.455426 13.0097 46.55757 2167.607 -0.04806 -0.80301 -0.6746 6.552209 42.93144 2.1425 2.78631 7.763525 sep-20 Oct-20 Nov-20 Dec-20 Jan-21 Feb-21 Mar- 21 Apr -21 May-21 Jun -21 Jul -21