+192.6%
KLAC vs CORZ
+225.9%
-33.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.5% |
| 7D | +6.2% | +7.6% | -1.4% | +4.5% |
| 30D | -5.0% | -6.9% | +2.0% | -3.7% |
| 3M | -14.4% | -33.0% | +18.6% | -7.8% |
| 6M | +28.3% | +19.3% | +9.0% | +24.7% |
| YTD | +51.1% | +24.2% | +26.8% | +46.0% |
| 1Y | +100.4% | +24.5% | +75.9% | +92.9% |
| All | +192.6% | +225.9% | -33.4% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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