+154,996.0%
KLAC vs COST
+11,573.1%
+143,422.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.8% |
| 7D | +6.2% | -2.8% | +9.0% | +7.5% |
| 30D | -5.0% | -5.3% | +0.3% | -2.9% |
| 3M | -14.4% | -6.7% | -7.7% | -12.8% |
| 6M | +28.3% | -9.9% | +38.2% | +32.1% |
| YTD | +51.1% | +5.1% | +46.0% | +45.0% |
| 1Y | +100.4% | -7.3% | +107.7% | +102.5% |
| 3Y | +276.3% | +70.4% | +205.9% | +189.1% |
| 5Y | +452.1% | +104.4% | +347.6% | +294.4% |
| 10Y | +2,986.0% | +609.0% | +2,377.0% | +1,235.3% |
| All | +154,996.0% | +11,573.1% | +143,422.9% | +22,859.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling