+830.2%
COHR vs KORU
+478.8%
+351.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.0% | -4.8% | +1.3% |
| 7D | +8.3% | -1.7% | +10.0% | +8.7% |
| 30D | -14.1% | +13.5% | -27.7% | -18.6% |
| 3M | -16.0% | -45.2% | +29.2% | -8.2% |
| 6M | +21.5% | +17.1% | +4.3% | -13.6% |
| YTD | +65.4% | +154.1% | -88.7% | -18.9% |
| 1Y | +195.0% | +375.7% | -180.7% | +8.0% |
| 3Y | +830.2% | +474.0% | +356.1% | +183.8% |
| All | +830.2% | +478.8% | +351.4% | +183.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling