+23,311.4%
KLAC vs COR
+17,545.2%
+5,766.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.9% | +9.2% | +7.8% |
| 7D | +5.7% | +2.8% | +3.0% | +5.0% |
| 30D | -3.6% | +4.5% | -8.2% | -4.9% |
| 3M | -12.8% | +22.7% | -35.5% | -18.0% |
| 6M | +26.1% | -9.7% | +35.8% | +27.4% |
| YTD | +53.3% | -1.4% | +54.7% | +51.2% |
| 1Y | +113.7% | +13.9% | +99.7% | +102.4% |
| 3Y | +274.9% | +94.0% | +180.9% | +202.6% |
| 5Y | +470.1% | +184.0% | +286.1% | +313.1% |
| 10Y | +2,997.0% | +406.8% | +2,590.2% | +1,773.4% |
| All | +23,311.4% | +17,545.2% | +5,766.2% | +6,291.2% |
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