+2,896.3%
KLAC vs CAG
-36.2%
+2,932.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.6% | +2.0% |
| 7D | -2.7% | -5.7% | +3.0% | -2.3% |
| 30D | -13.2% | -2.4% | -10.8% | -13.1% |
| 3M | -25.0% | +9.8% | -34.8% | -25.9% |
| 6M | +23.6% | -10.8% | +34.4% | +25.1% |
| YTD | +49.2% | -10.8% | +60.0% | +50.3% |
| 1Y | +89.3% | -19.0% | +108.3% | +93.1% |
| 3Y | +274.4% | -39.7% | +314.0% | +292.9% |
| 5Y | +440.9% | -43.0% | +483.9% | +466.8% |
| All | +2,896.3% | -36.2% | +2,932.5% | +2,875.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling