+1,491.6%
COHR vs KHC
-42.6%
+1,534.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.3% |
| 7D | +10.9% | -2.5% | +13.4% | +11.3% |
| 30D | -10.8% | +0.5% | -11.3% | -11.1% |
| 3M | -17.4% | +3.0% | -20.4% | -18.6% |
| 6M | +12.5% | +6.6% | +5.8% | +9.7% |
| YTD | +58.8% | +5.8% | +53.1% | +54.6% |
| 1Y | +183.3% | -2.2% | +185.5% | +179.8% |
| 3Y | +783.0% | -12.5% | +795.6% | +772.8% |
| 5Y | +377.2% | -13.6% | +390.8% | +364.6% |
| 10Y | +1,261.0% | -54.7% | +1,315.7% | +1,271.9% |
| All | +1,491.6% | -42.6% | +1,534.2% | +1,373.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling