+793.0%
COHR vs KO
+64.3%
+728.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.1% |
| 7D | +10.9% | -1.1% | +12.0% | +9.9% |
| 30D | -10.8% | +1.6% | -12.3% | -9.1% |
| 3M | -17.4% | +5.8% | -23.1% | -11.6% |
| 6M | +12.5% | +14.3% | -1.8% | +26.8% |
| YTD | +58.8% | +27.3% | +31.5% | +91.6% |
| 1Y | +183.3% | +33.2% | +150.1% | +252.6% |
| All | +793.0% | +64.3% | +728.7% | +1,001.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling