+113.7%
KLAC vs CAH
+65.8%
+47.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.6% | +7.9% | +7.3% |
| 7D | +5.7% | +5.4% | +0.3% | +5.7% |
| 30D | -3.6% | +3.3% | -6.9% | -3.7% |
| 3M | -12.8% | +22.8% | -35.6% | -13.9% |
| 6M | +26.1% | +11.3% | +14.8% | +25.7% |
| YTD | +53.3% | +21.1% | +32.2% | +53.0% |
| 1Y | +113.7% | +67.2% | +46.4% | +114.1% |
| All | +113.7% | +65.8% | +47.9% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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