+321.3%
KLAC vs COMP
-52.0%
+373.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.7% | -4.0% | +4.9% |
| 7D | -12.3% | +13.4% | -25.7% | -14.1% |
| 30D | -29.6% | +11.1% | -40.7% | -31.0% |
| 3M | -28.2% | -18.8% | -9.4% | -26.2% |
| 6M | -23.6% | +10.5% | -34.1% | -25.7% |
| YTD | +14.4% | -3.4% | +17.8% | +12.2% |
| 1Y | +15.4% | +19.7% | -4.3% | +9.3% |
| 3Y | +184.3% | +381.6% | -197.3% | +102.4% |
| 5Y | +248.9% | -17.6% | +266.5% | +205.3% |
| All | +321.3% | -52.0% | +373.2% | +265.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling