+195.0%
COHR vs KORU
+385.0%
-190.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.0% | -4.8% | +1.6% |
| 7D | +8.3% | -1.7% | +10.0% | +8.7% |
| 30D | -14.1% | +13.5% | -27.7% | -18.0% |
| 3M | -16.0% | -45.2% | +29.2% | -9.7% |
| 6M | +21.5% | +17.1% | +4.3% | -5.4% |
| YTD | +65.4% | +154.1% | -88.7% | -3.9% |
| 1Y | +195.0% | +375.7% | -180.7% | +30.4% |
| All | +195.0% | +385.0% | -190.0% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 KORU 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