+193.3%
KLAC vs COO
-22.2%
+215.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | -2.1% | +4.5% | -6.6% | -2.9% |
| 30D | -21.8% | +16.9% | -38.7% | -24.4% |
| 3M | -20.5% | -16.7% | -3.8% | -17.5% |
| 6M | -18.0% | +5.9% | -23.9% | -20.9% |
| YTD | +26.4% | -22.4% | +48.8% | +35.0% |
| 1Y | +26.3% | -10.1% | +36.4% | +28.6% |
| 3Y | +193.3% | -22.8% | +216.0% | +189.2% |
| All | +193.3% | -22.2% | +215.5% | +189.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling