Not sure if comprehension is the right word but I often find that I’ve read a couple paragraphs of a book while totally thinking about something else.
I’m reading the words but I’m just not paying attention to their meaning.
Anybody have the same problem and been able to correct it.
As I teacher, I explain this issue to my students.
Here are a few tips. It probably depends on whether you are reading fiction, non fiction, textbooks, or whatever, but, in general, these will help.
Before you read something, you need to get your brain going on what it already knows about the topic. Ask yourself what you already know about it.
If it’s non fiction (like a textbook) skim through the chapters. Look at the pictures. Read the captions. Look at the subject headings. Find what it’s about before you read it.
Ask lots of questions as you read. At first, it might be helpful to write them down as you go, but you want to move away from that for obvious reasons. You want to keep reading.
You can address the issue of daydreaming while reading head-on. You have to ask yourself after every paragraph if you were doing it or not. If the answer is yes…then you go back and re-read. And again, if necessary.
Reading shouldn’t be a passive activity. Be an active reader.
What kind of stuff are you reading? I’m sure that will bring about more tips from other posters.
You should make sure you are reading under optimal conditions. If I’m reading steamy erotica, it pretty much doesn’t matter where or under what conditions I read. But if it’s something that generally takes my attention, I need it quiet with no distractions. Some people are the opposite…if they have commotion around them it helps them stay focused on what’s in front of them.
How difficult is what you are trying to read? There is “considerate” text, i.e., text that is written with structure and vocabulary that is right with you. And there is “inconsiderate” text…big words you don’t know, but, more importantly, written in such a way that it’s really hard to figure out what you are reading.
I’m a good reader, and I teach it, but I still do what you are talking about. I’m reading Watership Down right now and sometimes I have to go back and re-read entire pages. That’s why I suggested you get in the habit of checking yourself at the end of every paragraph.
And don’t stop reading. Practice makes perfect 
It certainly happens to me. From your description, it sounds to me like your problem is one of attention, not comprehension. That is, you can understand things you read without problems as long as your mind doesn’t wander while you’re doing it - correct?
I doubt there’s much to be done about it. I find I do this less now that I’m on drugs for ADD, and if this happens to you a lot it might be that ADD is the culprit. But I would imagine this happens to everyone to some extent, and I doubt there’s any foolproof way to stop it completely.
Get enough sleep. That attention-drifting-off while you read thing is exacerbated if you are chronically running a sleep deficit. I teach English, and I see it all the time as the year builds up and people start pulling all-nighters. It keeps their grades up in other classes and brings them down in mine!
I read outloud sometimes when I find that I can’t focus. That helps me a lot.