+1,298.9%
COHR vs KDP
+172.7%
+1,126.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +8.3% | -3.7% | +12.0% | +9.3% |
| 30D | -14.1% | +6.2% | -20.3% | -15.8% |
| 3M | -16.0% | +1.2% | -17.2% | -17.0% |
| 6M | +21.5% | +15.3% | +6.1% | +15.2% |
| YTD | +65.4% | +14.8% | +50.6% | +56.6% |
| 1Y | +195.0% | +17.6% | +177.4% | +175.9% |
| 3Y | +830.2% | +2.1% | +828.0% | +786.7% |
| 5Y | +397.1% | +2.7% | +394.4% | +369.8% |
| All | +1,298.9% | +172.7% | +1,126.2% | +993.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling