+1,298.9%
COHR vs KEYS
+1,049.9%
+249.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +0.5% |
| 7D | +8.3% | +3.5% | +4.8% | +5.1% |
| 30D | -14.1% | -4.5% | -9.7% | -9.8% |
| 3M | -16.0% | -0.4% | -15.6% | -12.5% |
| 6M | +21.5% | +19.1% | +2.3% | +10.5% |
| YTD | +65.4% | +66.7% | -1.2% | +10.7% |
| 1Y | +195.0% | +96.5% | +98.6% | +70.5% |
| 3Y | +830.2% | +155.2% | +675.0% | +348.1% |
| 5Y | +397.1% | +88.0% | +309.1% | +201.8% |
| All | +1,298.9% | +1,049.9% | +249.0% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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