+1,298.9%
COHR vs KEY
+172.4%
+1,126.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +3.9% |
| 7D | +8.3% | -1.5% | +9.9% | +9.1% |
| 30D | -14.1% | -3.7% | -10.5% | -12.6% |
| 3M | -16.0% | -1.3% | -14.8% | -15.6% |
| 6M | +21.5% | +13.3% | +8.1% | +14.4% |
| YTD | +65.4% | +9.0% | +56.5% | +58.6% |
| 1Y | +195.0% | +18.7% | +176.3% | +171.2% |
| 3Y | +830.2% | +125.3% | +704.9% | +543.7% |
| 5Y | +397.1% | +40.2% | +356.9% | +303.5% |
| All | +1,298.9% | +172.4% | +1,126.4% | +796.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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