+489.1%
KLAC vs C
+128.9%
+360.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.3% |
| 7D | +10.6% | +3.2% | +7.4% | +8.2% |
| 30D | -4.5% | +1.3% | -5.8% | -5.4% |
| 3M | -10.3% | +3.1% | -13.4% | -12.0% |
| 6M | +40.9% | +29.6% | +11.3% | +18.6% |
| YTD | +56.1% | +19.0% | +37.2% | +38.4% |
| 1Y | +109.0% | +45.6% | +63.4% | +61.8% |
| 3Y | +288.8% | +269.3% | +19.6% | +61.3% |
| 5Y | +489.1% | +131.6% | +357.6% | +212.7% |
| All | +489.1% | +128.9% | +360.3% | +212.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling