+2,323.7%
KLAC vs COP
+335.3%
+1,988.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.8% |
| 7D | +21.2% | +3.4% | +17.8% | +20.0% |
| 30D | -14.5% | -0.6% | -13.9% | -14.5% |
| 3M | -24.4% | +10.8% | -35.1% | -27.1% |
| 6M | -12.9% | +19.6% | -32.6% | -18.6% |
| YTD | +29.9% | +52.9% | -23.0% | +10.7% |
| 1Y | +31.9% | +62.2% | -30.3% | +9.8% |
| 3Y | +201.5% | +32.4% | +169.2% | +164.3% |
| 5Y | +298.6% | +129.7% | +168.8% | +180.1% |
| All | +2,323.7% | +335.3% | +1,988.4% | +1,285.4% |
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