+279.1%
KLAC vs CAG
-37.6%
+316.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.6% |
| 7D | +6.2% | -6.6% | +12.8% | +3.6% |
| 30D | -5.0% | +2.3% | -7.3% | -4.1% |
| 3M | -14.4% | +16.3% | -30.7% | -8.9% |
| 6M | +28.3% | -16.0% | +44.3% | +26.8% |
| YTD | +51.1% | -7.7% | +58.8% | +53.2% |
| 1Y | +100.4% | -16.0% | +116.4% | +99.5% |
| All | +279.1% | -37.6% | +316.6% | +254.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling