+274.4%
KLAC vs COF
+116.3%
+158.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | -2.7% | -5.1% | +2.5% | -0.5% |
| 30D | -13.2% | -6.0% | -7.1% | -11.0% |
| 3M | -25.0% | +14.8% | -39.8% | -29.9% |
| 6M | +23.6% | +15.3% | +8.3% | +15.1% |
| YTD | +49.2% | -13.0% | +62.3% | +56.0% |
| 1Y | +89.3% | -5.7% | +95.0% | +90.2% |
| 3Y | +274.4% | +118.1% | +156.2% | +188.1% |
| All | +274.4% | +116.3% | +158.1% | +188.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling