-22.6%
KLAC vs C
-4.3%
-18.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.5% | +6.9% | +5.9% |
| 7D | -1.1% | -0.9% | -0.2% | +0.1% |
| 30D | -22.6% | -5.4% | -17.2% | -17.4% |
| All | -22.6% | -4.3% | -18.3% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 1mo: compounded portfolio wealth divided by compounded C 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…
1mo analysis · Full analysis span regression · Available span rolling