+19,741.7%
KLAC vs COR
+18,527.9%
+1,213.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +21.2% | +2.9% | +18.3% | +20.4% |
| 30D | -14.5% | +5.8% | -20.3% | -15.7% |
| 3M | -24.4% | +11.4% | -35.8% | -26.5% |
| 6M | -12.9% | +34.5% | -47.4% | -20.0% |
| YTD | +29.9% | +4.1% | +25.9% | +26.4% |
| 1Y | +31.9% | -3.1% | +35.0% | +30.6% |
| 3Y | +201.5% | +80.9% | +120.7% | +148.6% |
| 5Y | +298.6% | +195.1% | +103.4% | +186.1% |
| 10Y | +2,324.4% | +492.7% | +1,831.6% | +1,320.0% |
| All | +19,741.7% | +18,527.9% | +1,213.8% | +5,243.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling