+195.0%
COHR vs KRMN
-43.1%
+238.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.3% |
| 7D | +8.3% | -11.8% | +20.1% | +12.8% |
| 30D | -14.1% | -43.0% | +28.9% | +4.4% |
| 3M | -16.0% | -28.8% | +12.8% | -7.0% |
| 6M | +21.5% | -66.3% | +87.8% | +73.6% |
| YTD | +65.4% | -51.8% | +117.2% | +107.8% |
| 1Y | +195.0% | -44.7% | +239.7% | +237.5% |
| All | +195.0% | -43.1% | +238.1% | +237.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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