+393.6%
COHR vs KNX
+37.6%
+356.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +5.0% |
| 7D | +8.3% | -5.6% | +13.9% | +11.7% |
| 30D | -14.1% | -4.4% | -9.7% | -12.0% |
| 3M | -16.0% | -17.3% | +1.3% | -6.8% |
| 6M | +21.5% | +22.6% | -1.2% | +6.9% |
| YTD | +65.4% | +31.1% | +34.3% | +38.7% |
| 1Y | +195.0% | +60.2% | +134.8% | +115.7% |
| 3Y | +830.2% | +35.8% | +794.4% | +629.5% |
| All | +393.6% | +37.6% | +356.0% | +291.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling