+2,838.9%
KLAC vs COO
+17.5%
+2,821.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -14.7% | +11.5% | +4.4% |
| 7D | +2.5% | -23.3% | +25.8% | +16.5% |
| 30D | -11.5% | -29.5% | +18.0% | +4.9% |
| 3M | -16.9% | -20.0% | +3.0% | -8.9% |
| 6M | +22.2% | -27.2% | +49.4% | +40.1% |
| YTD | +46.4% | -33.9% | +80.3% | +77.2% |
| 1Y | +91.0% | -19.9% | +110.9% | +105.2% |
| 3Y | +264.6% | -38.1% | +302.6% | +328.8% |
| 5Y | +430.6% | -52.0% | +482.6% | +624.8% |
| All | +2,838.9% | +17.5% | +2,821.4% | +2,372.4% |
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