+309.5%
KLAC vs COP
+123.2%
+186.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.6% | +4.9% |
| 7D | +7.5% | +0.7% | +6.8% | +7.4% |
| 30D | -15.3% | +0.2% | -15.5% | -15.5% |
| 3M | -19.6% | +10.2% | -29.8% | -21.5% |
| 6M | -12.5% | +20.1% | -32.6% | -16.6% |
| YTD | +33.0% | +50.5% | -17.5% | +17.0% |
| 1Y | +35.9% | +56.8% | -20.9% | +17.7% |
| 3Y | +208.6% | +30.3% | +178.4% | +177.0% |
| 5Y | +309.5% | +126.8% | +182.7% | +206.5% |
| All | +309.5% | +123.2% | +186.3% | +206.5% |
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