+2,838.9%
KLAC vs KO
+183.3%
+2,655.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.5% | -3.3% |
| 7D | +2.5% | -1.1% | +3.6% | +3.0% |
| 30D | -11.5% | +1.6% | -13.1% | -12.3% |
| 3M | -16.9% | +5.8% | -22.7% | -20.2% |
| 6M | +22.2% | +14.3% | +8.0% | +11.9% |
| YTD | +46.4% | +27.3% | +19.0% | +25.5% |
| 1Y | +91.0% | +33.2% | +57.8% | +58.2% |
| 3Y | +264.6% | +64.5% | +200.1% | +150.3% |
| 5Y | +430.6% | +83.1% | +347.5% | +231.1% |
| All | +2,838.9% | +183.3% | +2,655.6% | +1,308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 10y: compounded portfolio wealth divided by compounded KO 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…
10y analysis · Full analysis span regression · 6 months rolling