+113.7%
KLAC vs COP
+46.5%
+67.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.1% | +8.4% | +6.9% |
| 7D | +5.7% | +3.0% | +2.7% | +6.9% |
| 30D | -3.6% | +17.5% | -21.1% | +2.0% |
| 3M | -12.8% | +13.4% | -26.2% | -7.1% |
| 6M | +26.1% | +17.7% | +8.3% | +33.2% |
| YTD | +53.3% | +46.6% | +6.7% | +60.9% |
| 1Y | +113.7% | +44.6% | +69.1% | +124.0% |
| All | +113.7% | +46.5% | +67.2% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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