+28.8%
COHR vs KVYO
-33.3%
+62.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.9% | -2.8% | -5.1% |
| 7D | +3.5% | -4.2% | +7.7% | +2.3% |
| 30D | -31.3% | +18.0% | -49.3% | -28.2% |
| 3M | -34.0% | +14.3% | -48.3% | -30.3% |
| 6M | -36.0% | +34.3% | -70.3% | -29.7% |
| YTD | +16.3% | -37.1% | +53.4% | +43.2% |
| 1Y | +28.8% | -30.6% | +59.3% | +50.3% |
| All | +28.8% | -33.3% | +62.1% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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