+195.0%
COHR vs KWEB
-35.0%
+230.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.6% |
| 7D | +8.3% | -5.6% | +13.9% | +13.7% |
| 30D | -14.1% | -10.7% | -3.5% | -5.2% |
| 3M | -16.0% | -7.4% | -8.6% | -11.3% |
| 6M | +21.5% | -19.3% | +40.8% | +50.0% |
| YTD | +65.4% | -27.8% | +93.2% | +125.4% |
| 1Y | +195.0% | -35.9% | +231.0% | +368.2% |
| All | +195.0% | -35.0% | +230.0% | +368.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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