+1,298.9%
COHR vs KHC
-54.1%
+1,352.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.1% |
| 7D | +8.3% | -1.0% | +9.3% | +8.5% |
| 30D | -14.1% | +1.9% | -16.0% | -14.5% |
| 3M | -16.0% | +3.2% | -19.2% | -17.1% |
| 6M | +21.5% | +10.0% | +11.5% | +18.0% |
| YTD | +65.4% | +6.7% | +58.8% | +61.2% |
| 1Y | +195.0% | -0.9% | +195.9% | +191.2% |
| 3Y | +830.2% | -13.6% | +843.7% | +825.1% |
| 5Y | +397.1% | -12.8% | +409.9% | +383.9% |
| All | +1,298.9% | -54.1% | +1,352.9% | +1,269.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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