+830.2%
COHR vs KR
+33.5%
+796.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +5.9% |
| 7D | +8.3% | -0.2% | +8.5% | +8.3% |
| 30D | -14.1% | +5.1% | -19.2% | -11.0% |
| 3M | -16.0% | -8.2% | -7.9% | -17.8% |
| 6M | +21.5% | -18.0% | +39.5% | +12.9% |
| YTD | +65.4% | -4.8% | +70.2% | +67.1% |
| 1Y | +195.0% | -11.0% | +206.0% | +191.1% |
| 3Y | +830.2% | +37.7% | +792.5% | +982.3% |
| All | +830.2% | +33.5% | +796.7% | +982.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling