+286.1%
KLAC vs COMP
-10.9%
+297.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.4% |
| 7D | +10.0% | 0.0% | +10.0% | +10.0% |
| 30D | -14.8% | +16.6% | -31.4% | -17.1% |
| 3M | -27.2% | -23.5% | -3.6% | -24.3% |
| 6M | -17.5% | +25.7% | -43.2% | -21.4% |
| YTD | +25.8% | -3.4% | +29.2% | +23.3% |
| 1Y | +31.8% | +7.6% | +24.2% | +26.9% |
| 3Y | +195.3% | +423.6% | -228.3% | +105.9% |
| All | +286.1% | -10.9% | +297.1% | +246.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling