+26.2%
KLAC vs COHR
+54.9%
-28.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.0% | +1.9% | -1.6% |
| 7D | -5.7% | -18.6% | +12.9% | +2.6% |
| 30D | -27.6% | -41.5% | +13.9% | -10.5% |
| 3M | -23.3% | -39.7% | +16.5% | -8.7% |
| 6M | -12.4% | -40.9% | +28.5% | +5.3% |
| YTD | +23.7% | +5.7% | +18.0% | +21.1% |
| 1Y | +26.2% | +51.6% | -25.4% | +14.6% |
| All | +26.2% | +54.9% | -28.7% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 COHR 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