+91.0%
KLAC vs COP
+53.9%
+37.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.0% |
| 7D | +2.5% | +1.0% | +1.5% | +2.9% |
| 30D | -11.5% | +9.6% | -21.1% | -8.5% |
| 3M | -16.9% | +15.0% | -32.0% | -10.9% |
| 6M | +22.2% | +21.8% | +0.5% | +30.0% |
| YTD | +46.4% | +49.6% | -3.3% | +53.8% |
| 1Y | +91.0% | +49.9% | +41.1% | +101.2% |
| All | +91.0% | +53.9% | +37.1% | +101.2% |
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