+51.6%
COHR vs KMX
+35.0%
+16.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.3% | -9.3% | -5.5% |
| 7D | -18.6% | +2.1% | -20.7% | -18.2% |
| 30D | -41.5% | +0.5% | -42.0% | -41.3% |
| 3M | -39.7% | -4.1% | -35.6% | -39.9% |
| 6M | -40.9% | +49.5% | -90.4% | -36.2% |
| YTD | +5.7% | +42.7% | -37.0% | +19.6% |
| 1Y | +51.6% | +35.3% | +16.3% | +72.9% |
| All | +51.6% | +35.0% | +16.6% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling