+1,298.9%
COHR vs KRE
+124.8%
+1,174.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +8.3% | -1.8% | +10.2% | +9.5% |
| 30D | -14.1% | -4.5% | -9.6% | -11.6% |
| 3M | -16.0% | +2.7% | -18.7% | -17.9% |
| 6M | +21.5% | +16.9% | +4.6% | +9.1% |
| YTD | +65.4% | +15.4% | +50.1% | +49.5% |
| 1Y | +195.0% | +16.1% | +178.9% | +164.1% |
| 3Y | +830.2% | +85.7% | +744.4% | +522.3% |
| 5Y | +397.1% | +33.3% | +363.8% | +305.7% |
| All | +1,298.9% | +124.8% | +1,174.0% | +742.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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