+1,298.9%
COHR vs KR
+129.5%
+1,169.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +4.3% |
| 7D | +8.3% | -0.2% | +8.5% | +8.3% |
| 30D | -14.1% | +5.1% | -19.2% | -14.0% |
| 3M | -16.0% | -8.2% | -7.9% | -15.9% |
| 6M | +21.5% | -18.0% | +39.5% | +21.7% |
| YTD | +65.4% | -4.8% | +70.2% | +65.0% |
| 1Y | +195.0% | -11.0% | +206.0% | +194.7% |
| 3Y | +830.2% | +37.7% | +792.5% | +771.7% |
| 5Y | +397.1% | +52.8% | +344.3% | +355.3% |
| All | +1,298.9% | +129.5% | +1,169.3% | +1,102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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