+2,381.5%
KLAC vs COO
+40.2%
+2,341.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.7% |
| 7D | +7.5% | -2.3% | +9.8% | +8.8% |
| 30D | -15.3% | +13.3% | -28.6% | -21.0% |
| 3M | -19.6% | -18.1% | -1.5% | -12.4% |
| 6M | -12.5% | +6.7% | -19.2% | -19.1% |
| YTD | +33.0% | -23.2% | +56.2% | +48.0% |
| 1Y | +35.9% | -12.3% | +48.2% | +39.4% |
| 3Y | +208.6% | -23.6% | +232.2% | +221.1% |
| 5Y | +309.5% | -38.7% | +348.2% | +385.3% |
| 10Y | +2,381.5% | +42.2% | +2,339.3% | +1,788.1% |
| All | +2,381.5% | +40.2% | +2,341.4% | +1,788.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling