+62,442.9%
COHR vs KGC
+328.3%
+62,114.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +0.9% | -3.1% |
| 7D | +10.9% | -8.4% | +19.3% | +11.5% |
| 30D | -10.8% | +6.3% | -17.1% | -11.2% |
| 3M | -17.4% | +22.4% | -39.8% | -18.4% |
| 6M | +12.5% | -11.4% | +23.9% | +13.2% |
| YTD | +58.8% | +3.1% | +55.7% | +58.4% |
| 1Y | +183.3% | +26.6% | +156.7% | +179.0% |
| 3Y | +783.0% | +525.6% | +257.5% | +697.0% |
| 5Y | +377.2% | +451.7% | -74.4% | +330.5% |
| 10Y | +1,261.0% | +675.3% | +585.7% | +1,089.6% |
| All | +62,442.9% | +328.3% | +62,114.6% | +50,334.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling