+26.2%
KLAC vs CAG
-6.8%
+33.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.0% | -10.1% | -0.3% |
| 7D | -5.7% | +9.7% | -15.4% | +0.4% |
| 30D | -27.6% | +15.8% | -43.4% | -19.9% |
| 3M | -23.3% | +1.8% | -25.1% | -20.8% |
| 6M | -12.4% | +11.5% | -23.9% | -1.7% |
| YTD | +23.7% | -6.7% | +30.5% | +30.5% |
| 1Y | +26.2% | -5.6% | +31.8% | +33.5% |
| All | +26.2% | -6.8% | +33.0% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling