+830.2%
COHR vs TKO
+102.7%
+727.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +8.3% | +2.3% | +6.0% | +7.7% |
| 30D | -14.1% | -2.5% | -11.7% | -13.9% |
| 3M | -16.0% | -10.6% | -5.4% | -13.9% |
| 6M | +21.5% | -5.1% | +26.5% | +21.3% |
| YTD | +65.4% | -8.2% | +73.7% | +66.7% |
| 1Y | +195.0% | -4.4% | +199.5% | +190.6% |
| 3Y | +830.2% | +100.4% | +729.8% | +611.5% |
| All | +830.2% | +102.7% | +727.5% | +611.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 3y: compounded portfolio wealth divided by compounded TKO 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…
3y analysis · Full analysis span regression · 6 months rolling