+89.3%
KLAC vs COST
-5.0%
+94.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.1% |
| 7D | -2.7% | -1.2% | -1.5% | -3.4% |
| 30D | -13.2% | -4.7% | -8.4% | -15.4% |
| 3M | -25.0% | -7.1% | -17.9% | -26.7% |
| 6M | +23.6% | -8.5% | +32.1% | +19.5% |
| YTD | +49.2% | +5.4% | +43.8% | +46.4% |
| 1Y | +89.3% | -5.6% | +95.0% | +79.0% |
| All | +89.3% | -5.0% | +94.3% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling