+2,896.3%
KLAC vs COHR
+1,321.6%
+1,574.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +0.3% |
| 7D | -2.7% | +8.3% | -11.0% | -5.9% |
| 30D | -13.2% | -14.1% | +1.0% | -8.2% |
| 3M | -25.0% | -16.0% | -9.0% | -20.8% |
| 6M | +23.6% | +21.5% | +2.1% | +10.0% |
| YTD | +49.2% | +65.4% | -16.2% | +15.4% |
| 1Y | +89.3% | +195.0% | -105.7% | +13.6% |
| 3Y | +274.4% | +830.2% | -555.8% | +25.0% |
| 5Y | +440.9% | +397.1% | +43.8% | +118.5% |
| All | +2,896.3% | +1,321.6% | +1,574.7% | +641.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling