+2,896.3%
KLAC vs COP
+345.8%
+2,550.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.7% | +1.9% |
| 7D | -2.7% | +2.3% | -5.0% | -3.3% |
| 30D | -13.2% | +8.6% | -21.8% | -15.4% |
| 3M | -25.0% | +19.9% | -44.9% | -29.4% |
| 6M | +23.6% | +19.0% | +4.6% | +15.3% |
| YTD | +49.2% | +50.0% | -0.7% | +28.7% |
| 1Y | +89.3% | +50.5% | +38.8% | +62.3% |
| 3Y | +274.4% | +25.2% | +249.1% | +234.7% |
| 5Y | +440.9% | +194.3% | +246.7% | +252.2% |
| All | +2,896.3% | +345.8% | +2,550.5% | +1,624.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling