+1,298.9%
COHR vs KIM
+32.5%
+1,266.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | +8.3% | -1.7% | +10.1% | +9.0% |
| 30D | -14.1% | -3.0% | -11.2% | -13.3% |
| 3M | -16.0% | -8.9% | -7.1% | -13.7% |
| 6M | +21.5% | +2.4% | +19.1% | +19.4% |
| YTD | +65.4% | +18.3% | +47.1% | +53.7% |
| 1Y | +195.0% | +8.2% | +186.8% | +182.5% |
| 3Y | +830.2% | +44.0% | +786.1% | +711.0% |
| 5Y | +397.1% | +37.3% | +359.8% | +345.2% |
| All | +1,298.9% | +32.5% | +1,266.4% | +1,025.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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