+452.1%
KLAC vs CAG
-41.8%
+493.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.4% |
| 7D | +6.2% | -6.6% | +12.8% | +4.6% |
| 30D | -5.0% | +2.3% | -7.3% | -4.4% |
| 3M | -14.4% | +16.3% | -30.7% | -11.0% |
| 6M | +28.3% | -16.0% | +44.3% | +28.1% |
| YTD | +51.1% | -7.7% | +58.8% | +52.8% |
| 1Y | +100.4% | -16.0% | +116.4% | +101.1% |
| 3Y | +276.3% | -37.7% | +314.0% | +264.9% |
| 5Y | +452.1% | -41.2% | +493.3% | +454.8% |
| All | +452.1% | -41.8% | +493.8% | +454.8% |
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