+1,298.9%
COHR vs KMB
+14.6%
+1,284.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.2% |
| 7D | +8.3% | -6.5% | +14.8% | +8.8% |
| 30D | -14.1% | -8.8% | -5.3% | -13.7% |
| 3M | -16.0% | -2.2% | -13.8% | -16.4% |
| 6M | +21.5% | +0.7% | +20.8% | +20.3% |
| YTD | +65.4% | +1.0% | +64.4% | +63.5% |
| 1Y | +195.0% | -20.3% | +215.3% | +201.6% |
| 3Y | +830.2% | -13.3% | +843.4% | +814.0% |
| 5Y | +397.1% | -12.9% | +410.0% | +382.3% |
| All | +1,298.9% | +14.6% | +1,284.2% | +1,203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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