+160,143.0%
KLAC vs KO
+4,292.4%
+155,850.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +10.6% | +0.4% | +10.2% | +10.4% |
| 30D | -4.5% | +1.5% | -6.0% | -5.2% |
| 3M | -10.3% | +11.8% | -22.1% | -15.1% |
| 6M | +40.9% | +16.2% | +24.7% | +30.8% |
| YTD | +56.1% | +28.1% | +28.0% | +38.9% |
| 1Y | +109.0% | +34.8% | +74.3% | +81.4% |
| 3Y | +288.8% | +65.5% | +223.4% | +203.6% |
| 5Y | +489.1% | +81.6% | +407.6% | +341.9% |
| 10Y | +3,041.8% | +176.7% | +2,865.0% | +1,911.1% |
| All | +160,143.0% | +4,292.4% | +155,850.6% | +37,834.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling