+274.4%
KLAC vs COPX
+149.4%
+125.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | -2.7% | -2.3% | -0.3% | -1.5% |
| 30D | -13.2% | +0.3% | -13.4% | -13.8% |
| 3M | -25.0% | +6.8% | -31.8% | -28.4% |
| 6M | +23.6% | +7.9% | +15.7% | +16.5% |
| YTD | +49.2% | +23.7% | +25.5% | +30.9% |
| 1Y | +89.3% | +71.5% | +17.8% | +38.7% |
| 3Y | +274.4% | +149.1% | +125.3% | +122.7% |
| All | +274.4% | +149.4% | +125.0% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 3y: compounded portfolio wealth divided by compounded COPX 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…
3y analysis · Full analysis span regression · 6 months rolling