+113.7%
KLAC vs CAG
-13.1%
+126.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +6.8% |
| 7D | +5.7% | -3.8% | +9.5% | +3.7% |
| 30D | -3.6% | +3.1% | -6.8% | -1.9% |
| 3M | -12.8% | +23.5% | -36.3% | -1.8% |
| 6M | +26.1% | -14.8% | +40.9% | +27.1% |
| YTD | +53.3% | -5.4% | +58.8% | +59.8% |
| 1Y | +113.7% | -11.8% | +125.5% | +122.9% |
| All | +113.7% | -13.1% | +126.8% | +122.9% |
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