+830.2%
COHR vs KTOS
+216.1%
+614.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.4% |
| 7D | +8.3% | -2.4% | +10.7% | +9.1% |
| 30D | -14.1% | -26.8% | +12.7% | -5.5% |
| 3M | -16.0% | -20.6% | +4.6% | -10.6% |
| 6M | +21.5% | -47.5% | +69.0% | +44.3% |
| YTD | +65.4% | -38.5% | +103.9% | +80.6% |
| 1Y | +195.0% | -31.0% | +226.0% | +199.7% |
| 3Y | +830.2% | +216.5% | +613.6% | +430.7% |
| All | +830.2% | +216.1% | +614.0% | +430.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling