+15.4%
KLAC vs COMP
+16.2%
-0.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.7% | -4.0% | +4.4% |
| 7D | -12.3% | +13.4% | -25.7% | -14.5% |
| 30D | -29.6% | +11.1% | -40.7% | -31.3% |
| 3M | -28.2% | -18.8% | -9.4% | -25.3% |
| 6M | -23.6% | +10.5% | -34.1% | -26.4% |
| YTD | +14.4% | -3.4% | +17.8% | +11.0% |
| 1Y | +15.4% | +19.7% | -4.3% | +10.2% |
| All | +15.4% | +16.2% | -0.7% | +10.2% |
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