-38.0%
COHR vs SKDD
-41.0%
+3.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | -6.7% | +20.2% | +11.0% |
| 7D | -8.3% | +29.2% | -37.5% | +4.1% |
| 30D | -42.4% | +57.2% | -99.5% | -25.2% |
| 3M | -42.3% | -19.0% | -23.4% | -35.6% |
| All | -38.0% | -41.0% | +3.0% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SKDD.
Daily Out/Under-Performance
Portfolio return minus SKDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKDD 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 SKDD 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 · Available span rolling