+89.3%
KLAC vs CAG
-18.8%
+108.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.6% | +1.6% |
| 7D | -2.7% | -5.7% | +3.0% | -5.7% |
| 30D | -13.2% | -2.4% | -10.8% | -14.1% |
| 3M | -25.0% | +9.8% | -34.8% | -19.8% |
| 6M | +23.6% | -10.8% | +34.4% | +25.2% |
| YTD | +49.2% | -10.8% | +60.0% | +50.6% |
| 1Y | +89.3% | -19.0% | +108.3% | +90.9% |
| All | +89.3% | -18.8% | +108.1% | +90.9% |
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