-17.5%
KLAC vs COP
+21.7%
-39.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -2.4% |
| 7D | +10.0% | +4.4% | +5.6% | +12.3% |
| 30D | -14.8% | 0.0% | -14.8% | -14.4% |
| 3M | -27.2% | +15.0% | -42.2% | -18.9% |
| 6M | -17.5% | +22.0% | -39.5% | +2.5% |
| All | -17.5% | +21.7% | -39.2% | +2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling