+154,996.0%
KLAC vs CAG
+588.0%
+154,408.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.0% |
| 7D | +6.2% | -6.6% | +12.8% | +7.5% |
| 30D | -5.0% | +2.3% | -7.3% | -5.5% |
| 3M | -14.4% | +16.3% | -30.7% | -17.5% |
| 6M | +28.3% | -16.0% | +44.3% | +31.4% |
| YTD | +51.1% | -7.7% | +58.8% | +51.0% |
| 1Y | +100.4% | -16.0% | +116.4% | +103.6% |
| 3Y | +276.3% | -37.7% | +314.0% | +299.3% |
| 5Y | +452.1% | -41.2% | +493.3% | +486.2% |
| 10Y | +2,986.0% | -33.8% | +3,019.8% | +2,972.7% |
| All | +154,996.0% | +588.0% | +154,408.0% | +69,769.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling