+270.8%
KLAC vs COMP
+215.9%
+54.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.2% |
| 7D | +5.7% | +1.4% | +4.4% | +5.5% |
| 30D | -3.6% | -13.3% | +9.7% | -1.7% |
| 3M | -12.8% | +41.1% | -53.9% | -17.4% |
| 6M | +26.1% | +17.2% | +8.9% | +21.1% |
| YTD | +53.3% | +5.2% | +48.1% | +48.8% |
| 1Y | +113.7% | +18.9% | +94.7% | +103.2% |
| All | +270.8% | +215.9% | +54.9% | +201.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling