+9,553.6%
KLAC vs COPX
+200.8%
+9,352.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.7% |
| 7D | +6.2% | +6.0% | +0.2% | +3.1% |
| 30D | -5.0% | +6.4% | -11.4% | -8.2% |
| 3M | -14.4% | +19.3% | -33.7% | -21.6% |
| 6M | +28.3% | +16.2% | +12.1% | +18.3% |
| YTD | +51.1% | +33.2% | +17.9% | +30.6% |
| 1Y | +100.4% | +90.2% | +10.2% | +45.5% |
| 3Y | +276.3% | +175.7% | +100.7% | +123.9% |
| 5Y | +452.1% | +193.1% | +258.9% | +212.7% |
| 10Y | +2,986.0% | +619.4% | +2,366.5% | +1,010.2% |
| All | +9,553.6% | +200.8% | +9,352.9% | +4,362.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling