+1,243.0%
COHR vs KO
+183.3%
+1,059.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | +10.9% | -1.1% | +12.0% | +11.1% |
| 30D | -10.8% | +1.6% | -12.3% | -11.3% |
| 3M | -17.4% | +5.8% | -23.1% | -19.2% |
| 6M | +12.5% | +14.3% | -1.8% | +7.0% |
| YTD | +58.8% | +27.3% | +31.5% | +45.5% |
| 1Y | +183.3% | +33.2% | +150.1% | +154.4% |
| 3Y | +783.0% | +64.5% | +718.6% | +590.8% |
| 5Y | +377.2% | +83.1% | +294.1% | +250.9% |
| All | +1,243.0% | +183.3% | +1,059.7% | +781.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 KO 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