+194.8%
COHR vs KVYO
-39.6%
+234.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -5.8% | +12.4% | +5.5% |
| 7D | +1.0% | -7.6% | +8.6% | -0.4% |
| 30D | -14.1% | -3.6% | -10.5% | -13.2% |
| 3M | -33.2% | +17.9% | -51.1% | -30.3% |
| 6M | +2.5% | -4.7% | +7.3% | +7.0% |
| YTD | +52.7% | -42.7% | +95.4% | +77.0% |
| 1Y | +194.8% | -40.3% | +235.0% | +220.1% |
| All | +194.8% | -39.6% | +234.4% | +220.1% |
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