+430.6%
KLAC vs COST
+103.8%
+326.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +2.5% | -2.5% | +4.9% | +3.9% |
| 30D | -11.5% | -4.4% | -7.1% | -9.4% |
| 3M | -16.9% | -8.1% | -8.9% | -14.0% |
| 6M | +22.2% | -9.2% | +31.5% | +26.2% |
| YTD | +46.4% | +5.1% | +41.3% | +35.6% |
| 1Y | +91.0% | -5.1% | +96.1% | +89.3% |
| 3Y | +264.6% | +70.4% | +194.2% | +118.8% |
| 5Y | +430.6% | +104.7% | +325.9% | +174.7% |
| All | +430.6% | +103.8% | +326.8% | +174.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling