+51.6%
COHR vs KDP
+41.3%
+10.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.9% | -11.9% | -2.1% |
| 7D | -18.6% | +5.3% | -23.9% | -15.2% |
| 30D | -41.5% | +19.1% | -60.6% | -34.4% |
| 3M | -39.7% | +19.2% | -58.9% | -31.9% |
| 6M | -40.9% | +29.3% | -70.1% | -31.5% |
| YTD | +5.7% | +35.5% | -29.8% | +26.4% |
| 1Y | +51.6% | +43.5% | +8.1% | +102.1% |
| All | +51.6% | +41.3% | +10.3% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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