+7,942.7%
COHR vs KMX
+457.5%
+7,485.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.8% | +3.8% |
| 7D | +8.3% | -3.1% | +11.5% | +9.1% |
| 30D | -14.1% | +4.4% | -18.6% | -15.2% |
| 3M | -16.0% | +18.9% | -34.9% | -20.0% |
| 6M | +21.5% | +44.3% | -22.8% | +9.3% |
| YTD | +65.4% | +58.7% | +6.8% | +44.5% |
| 1Y | +195.0% | +0.1% | +194.9% | +181.0% |
| 3Y | +830.2% | -24.4% | +854.6% | +845.1% |
| 5Y | +397.1% | -54.4% | +451.5% | +454.9% |
| 10Y | +1,317.7% | +11.0% | +1,306.7% | +1,160.7% |
| All | +7,942.7% | +457.5% | +7,485.2% | +3,835.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling