+274.4%
KLAC vs COHR
+805.6%
-531.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +0.3% |
| 7D | -2.7% | +8.3% | -11.0% | -5.8% |
| 30D | -13.2% | -14.1% | +1.0% | -8.4% |
| 3M | -25.0% | -16.0% | -9.0% | -21.0% |
| 6M | +23.6% | +21.5% | +2.1% | +11.4% |
| YTD | +49.2% | +65.4% | -16.2% | +18.4% |
| 1Y | +89.3% | +195.0% | -105.7% | +19.3% |
| 3Y | +274.4% | +830.2% | -555.8% | +44.9% |
| All | +274.4% | +805.6% | -531.2% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling