+105.3%
KLAC vs COMP
+15.7%
+89.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.2% |
| 7D | +5.7% | +1.4% | +4.4% | +5.4% |
| 30D | -3.6% | -13.3% | +9.7% | -1.2% |
| 3M | -12.8% | +41.1% | -53.9% | -18.5% |
| 6M | +26.1% | +17.2% | +8.9% | +18.0% |
| YTD | +53.3% | +5.2% | +48.1% | +46.1% |
| All | +105.3% | +15.7% | +89.6% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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