+452.1%
KLAC vs COR
+180.2%
+271.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | +6.2% | -3.9% | +10.1% | +6.2% |
| 30D | -5.0% | -0.3% | -4.7% | -5.0% |
| 3M | -14.4% | +15.9% | -30.3% | -15.1% |
| 6M | +28.3% | -10.3% | +38.6% | +31.4% |
| YTD | +51.1% | -3.7% | +54.8% | +53.3% |
| 1Y | +100.4% | +9.1% | +91.3% | +99.6% |
| 3Y | +276.3% | +86.6% | +189.8% | +213.9% |
| 5Y | +452.1% | +180.9% | +271.1% | +280.8% |
| All | +452.1% | +180.2% | +271.8% | +280.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling