+26.1%
COHR vs KEEL
-58.5%
+84.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -21.4% | +8.4% | -3.7% |
| 7D | -28.4% | -28.6% | +0.1% | -17.6% |
| 30D | -49.8% | -52.4% | +2.6% | -31.6% |
| 3M | -48.3% | -58.0% | +9.7% | -26.0% |
| 6M | -49.4% | -53.3% | +3.8% | -29.2% |
| YTD | -8.0% | -29.8% | +21.8% | +10.6% |
| 1Y | +26.1% | -59.4% | +85.5% | +73.3% |
| All | +26.1% | -58.5% | +84.6% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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