+1,298.9%
COHR vs KTOS
+613.9%
+684.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.3% |
| 7D | +8.3% | -2.4% | +10.7% | +9.1% |
| 30D | -14.1% | -26.8% | +12.7% | -5.8% |
| 3M | -16.0% | -20.6% | +4.6% | -10.6% |
| 6M | +21.5% | -47.5% | +69.0% | +43.7% |
| YTD | +65.4% | -38.5% | +103.9% | +81.8% |
| 1Y | +195.0% | -31.0% | +226.0% | +207.8% |
| 3Y | +830.2% | +216.5% | +613.6% | +493.8% |
| 5Y | +397.1% | +105.7% | +291.4% | +240.0% |
| All | +1,298.9% | +613.9% | +684.9% | +639.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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