+35.9%
KLAC vs COO
-11.7%
+47.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.2% |
| 7D | +7.5% | -2.3% | +9.8% | +7.3% |
| 30D | -15.3% | +13.3% | -28.6% | -15.1% |
| 3M | -19.6% | -18.1% | -1.5% | -19.9% |
| 6M | -12.5% | +6.7% | -19.2% | -15.9% |
| YTD | +33.0% | -23.2% | +56.2% | +47.2% |
| 1Y | +35.9% | -12.3% | +48.2% | +49.4% |
| All | +35.9% | -11.7% | +47.6% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling