+31.9%
KLAC vs COP
+61.7%
-29.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -1.7% |
| 7D | +21.2% | +3.4% | +17.8% | +22.8% |
| 30D | -14.5% | -0.6% | -13.9% | -14.4% |
| 3M | -24.4% | +10.8% | -35.1% | -19.9% |
| 6M | -12.9% | +19.6% | -32.6% | -2.7% |
| YTD | +29.9% | +52.9% | -23.0% | +49.3% |
| 1Y | +31.9% | +62.2% | -30.3% | +55.0% |
| All | +31.9% | +61.7% | -29.8% | +55.0% |
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