+194.8%
COHR vs KNX
+68.2%
+126.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.8% | +2.8% | +5.2% |
| 7D | +1.0% | +7.4% | -6.4% | -1.6% |
| 30D | -14.1% | +2.0% | -16.1% | -14.5% |
| 3M | -33.2% | -7.9% | -25.3% | -31.7% |
| 6M | +2.5% | +14.4% | -11.8% | -2.5% |
| YTD | +52.7% | +38.9% | +13.8% | +43.1% |
| 1Y | +194.8% | +65.9% | +128.9% | +164.2% |
| All | +194.8% | +68.2% | +126.6% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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