+489.1%
KLAC vs COO
-39.5%
+528.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.6% | +3.0% |
| 7D | +10.6% | -2.3% | +12.9% | +11.6% |
| 30D | -4.5% | -8.8% | +4.3% | -1.0% |
| 3M | -10.3% | +1.3% | -11.6% | -11.9% |
| 6M | +40.9% | -11.6% | +52.5% | +46.9% |
| YTD | +56.1% | -17.4% | +73.5% | +68.5% |
| 1Y | +109.0% | -1.6% | +110.6% | +104.9% |
| 3Y | +288.8% | -22.6% | +311.5% | +306.7% |
| 5Y | +489.1% | -40.3% | +529.5% | +617.8% |
| All | +489.1% | -39.5% | +528.6% | +617.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling