+698.1%
COHR vs KEEL
+294.5%
+403.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +3.6% |
| 7D | +8.3% | +2.9% | +5.5% | +7.9% |
| 30D | -14.1% | +0.8% | -15.0% | -14.2% |
| 3M | -16.0% | -35.3% | +19.3% | -11.0% |
| 6M | +21.5% | +59.4% | -37.9% | +14.8% |
| YTD | +65.4% | +51.9% | +13.5% | +55.8% |
| 1Y | +195.0% | +75.0% | +120.0% | +166.9% |
| 3Y | +830.2% | +224.5% | +605.6% | +643.4% |
| 5Y | +397.1% | -35.9% | +433.0% | +313.1% |
| All | +698.1% | +294.5% | +403.7% | +458.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling