+20,472.3%
COHR vs TKO
+1,400.2%
+19,072.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.8% |
| 3M | -16.0% | -10.6% | -5.4% | -14.3% |
| 6M | +21.5% | -5.1% | +26.5% | +21.4% |
| YTD | +65.4% | -8.2% | +73.7% | +66.3% |
| 1Y | +195.0% | -4.4% | +199.5% | +191.6% |
| 3Y | +830.2% | +100.4% | +729.8% | +645.1% |
| 5Y | +397.1% | +294.3% | +102.8% | +226.0% |
| 10Y | +1,317.7% | +983.2% | +334.5% | +570.4% |
| All | +20,472.3% | +1,400.2% | +19,072.0% | +5,698.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling