+26,551.3%
KLAC vs COF
+5,625.4%
+20,925.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.7% |
| 7D | +6.2% | -2.7% | +8.8% | +7.2% |
| 30D | -5.0% | -3.4% | -1.6% | -3.9% |
| 3M | -14.4% | +15.4% | -29.8% | -19.1% |
| 6M | +28.3% | +14.4% | +13.9% | +21.5% |
| YTD | +51.1% | -12.0% | +63.1% | +56.3% |
| 1Y | +100.4% | -3.7% | +104.1% | +100.4% |
| 3Y | +276.3% | +121.1% | +155.3% | +174.8% |
| 5Y | +452.1% | +47.8% | +404.2% | +358.8% |
| 10Y | +2,986.0% | +250.3% | +2,735.7% | +1,702.1% |
| All | +26,551.3% | +5,625.4% | +20,925.9% | +4,473.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling