+1,608.3%
COHR vs KDP
+1,112.7%
+495.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +1.0% |
| 7D | +13.0% | -1.6% | +14.5% | +13.5% |
| 30D | -6.7% | +9.5% | -16.2% | -10.2% |
| 3M | -14.7% | +2.6% | -17.4% | -16.6% |
| 6M | +20.3% | +15.6% | +4.7% | +11.9% |
| YTD | +64.4% | +17.3% | +47.1% | +51.4% |
| 1Y | +205.9% | +20.1% | +185.8% | +177.3% |
| 3Y | +814.1% | +4.9% | +809.2% | +747.8% |
| 5Y | +387.4% | +5.0% | +382.4% | +348.1% |
| 10Y | +1,308.9% | +179.8% | +1,129.1% | +714.1% |
| All | +1,608.3% | +1,112.7% | +495.6% | +368.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling