+1,298.9%
COHR vs KGC
+698.0%
+600.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | +8.3% | -5.6% | +14.0% | +9.5% |
| 30D | -14.1% | +6.1% | -20.3% | -15.4% |
| 3M | -16.0% | +17.3% | -33.3% | -18.7% |
| 6M | +21.5% | -10.3% | +31.8% | +23.3% |
| YTD | +65.4% | +3.9% | +61.6% | +63.4% |
| 1Y | +195.0% | +25.7% | +169.3% | +182.2% |
| 3Y | +830.2% | +526.0% | +304.2% | +603.0% |
| 5Y | +397.1% | +455.5% | -58.4% | +273.1% |
| All | +1,298.9% | +698.0% | +600.8% | +962.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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