+470.4%
KLAC vs COP
+192.4%
+278.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +10.6% | -0.8% | +11.4% | +10.8% |
| 30D | -4.5% | +15.6% | -20.1% | -7.4% |
| 3M | -10.3% | +14.3% | -24.6% | -13.1% |
| 6M | +40.9% | +17.0% | +23.9% | +34.3% |
| YTD | +56.1% | +47.4% | +8.7% | +38.4% |
| 1Y | +109.0% | +52.4% | +56.6% | +82.7% |
| 3Y | +288.8% | +20.8% | +268.0% | +255.9% |
| All | +470.4% | +192.4% | +278.0% | +288.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling