+153,071.2%
KLAC vs COHR
+67,292.0%
+85,779.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +1.1% |
| 7D | -2.7% | +8.3% | -11.0% | -4.3% |
| 30D | -13.2% | -14.1% | +1.0% | -10.6% |
| 3M | -25.0% | -16.0% | -9.0% | -22.5% |
| 6M | +23.6% | +21.5% | +2.1% | +17.7% |
| YTD | +49.2% | +65.4% | -16.2% | +33.0% |
| 1Y | +89.3% | +195.0% | -105.7% | +49.6% |
| 3Y | +274.4% | +830.2% | -555.8% | +130.3% |
| 5Y | +440.9% | +397.1% | +43.8% | +265.0% |
| 10Y | +2,947.7% | +1,317.7% | +1,630.0% | +1,596.5% |
| All | +153,071.2% | +67,292.0% | +85,779.2% | +61,018.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling