+393.6%
COHR vs KWEB
-42.7%
+436.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.9% |
| 7D | +8.3% | -5.6% | +13.9% | +10.6% |
| 30D | -14.1% | -10.7% | -3.5% | -10.4% |
| 3M | -16.0% | -7.4% | -8.6% | -14.0% |
| 6M | +21.5% | -19.3% | +40.8% | +31.6% |
| YTD | +65.4% | -27.8% | +93.2% | +86.8% |
| 1Y | +195.0% | -35.9% | +231.0% | +248.7% |
| 3Y | +830.2% | -1.9% | +832.1% | +831.7% |
| All | +393.6% | -42.7% | +436.3% | +469.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling