+912.8%
COHR vs KVYO
-55.5%
+968.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.7% | +4.0% |
| 7D | +8.3% | -12.1% | +20.4% | +9.7% |
| 30D | -14.1% | -5.2% | -9.0% | -14.3% |
| 3M | -16.0% | +14.5% | -30.5% | -20.4% |
| 6M | +21.5% | -17.6% | +39.1% | +18.2% |
| YTD | +65.4% | -49.6% | +115.1% | +84.9% |
| 1Y | +195.0% | -48.6% | +243.6% | +223.7% |
| All | +912.8% | -55.5% | +968.3% | +943.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling