+113.7%
KLAC vs COF
+0.3%
+113.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.5% |
| 7D | +5.7% | +1.8% | +3.9% | +5.1% |
| 30D | -3.6% | -0.6% | -3.1% | -3.5% |
| 3M | -12.8% | +20.3% | -33.1% | -18.8% |
| 6M | +26.1% | +13.0% | +13.0% | +19.3% |
| YTD | +53.3% | -8.3% | +61.6% | +53.8% |
| 1Y | +113.7% | -1.5% | +115.1% | +106.0% |
| All | +113.7% | +0.3% | +113.3% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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