+195.3%
KLAC vs COR
+86.2%
+109.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.1% | -2.6% |
| 7D | +10.0% | +7.8% | +2.1% | +11.4% |
| 30D | -14.8% | +7.0% | -21.8% | -13.7% |
| 3M | -27.2% | +16.3% | -43.4% | -24.9% |
| 6M | -17.5% | +41.3% | -58.7% | -12.4% |
| YTD | +25.8% | +7.1% | +18.7% | +31.8% |
| 1Y | +31.8% | -0.8% | +32.6% | +36.1% |
| 3Y | +195.3% | +85.0% | +110.3% | +259.1% |
| All | +195.3% | +86.2% | +109.1% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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