+288.8%
KLAC vs COO
-23.3%
+312.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.6% | +2.4% |
| 7D | +10.6% | -2.3% | +12.9% | +11.1% |
| 30D | -4.5% | -8.8% | +4.3% | -2.6% |
| 3M | -10.3% | +1.3% | -11.6% | -11.4% |
| 6M | +40.9% | -11.6% | +52.5% | +45.4% |
| YTD | +56.1% | -17.4% | +73.5% | +64.8% |
| 1Y | +109.0% | -1.6% | +110.6% | +107.8% |
| 3Y | +288.8% | -22.6% | +311.5% | +301.7% |
| All | +288.8% | -23.3% | +312.1% | +301.7% |
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