+195.0%
COHR vs KEEL
+89.9%
+105.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +3.0% |
| 7D | +8.3% | +2.9% | +5.5% | +7.4% |
| 30D | -14.1% | +0.8% | -15.0% | -14.4% |
| 3M | -16.0% | -35.3% | +19.3% | -6.7% |
| 6M | +21.5% | +59.4% | -37.9% | +13.2% |
| YTD | +65.4% | +51.9% | +13.5% | +52.4% |
| 1Y | +195.0% | +75.0% | +120.0% | +159.5% |
| All | +195.0% | +89.9% | +105.1% | +159.5% |
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