+22.2%
KLAC vs COF
+11.6%
+10.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.4% | -2.5% |
| 7D | +2.5% | -6.1% | +8.5% | +4.5% |
| 30D | -11.5% | -5.2% | -6.4% | -10.1% |
| 3M | -16.9% | +17.0% | -34.0% | -23.8% |
| 6M | +22.2% | +12.9% | +9.3% | +10.8% |
| All | +22.2% | +11.6% | +10.6% | +10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling