+793.0%
COHR vs KEY
+121.2%
+671.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +10.9% | -1.8% | +12.6% | +12.2% |
| 30D | -10.8% | -3.3% | -7.5% | -8.7% |
| 3M | -17.4% | -0.2% | -17.2% | -17.4% |
| 6M | +12.5% | +12.1% | +0.4% | +3.5% |
| YTD | +58.8% | +8.4% | +50.4% | +49.1% |
| 1Y | +183.3% | +17.6% | +165.6% | +150.4% |
| All | +793.0% | +121.2% | +671.8% | +434.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling