+286.1%
KLAC vs CAG
-41.0%
+327.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -2.8% |
| 7D | +10.0% | -3.3% | +13.3% | +8.9% |
| 30D | -14.8% | +7.7% | -22.5% | -12.5% |
| 3M | -27.2% | -3.2% | -24.0% | -26.8% |
| 6M | -17.5% | +7.0% | -24.4% | -14.1% |
| YTD | +25.8% | -9.0% | +34.8% | +28.3% |
| 1Y | +31.8% | -9.6% | +41.4% | +34.3% |
| 3Y | +195.3% | -36.0% | +231.3% | +187.3% |
| All | +286.1% | -41.0% | +327.1% | +293.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling