+154,996.1%
KLAC vs CAH
+14,635.5%
+140,360.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +6.2% | -2.2% | +8.4% | +6.9% |
| 30D | -5.0% | +1.2% | -6.2% | -5.5% |
| 3M | -14.4% | +13.1% | -27.5% | -18.1% |
| 6M | +28.3% | +8.5% | +19.8% | +24.0% |
| YTD | +51.1% | +17.6% | +33.5% | +41.9% |
| 1Y | +100.4% | +60.7% | +39.7% | +68.9% |
| 3Y | +276.3% | +183.2% | +93.2% | +159.5% |
| 5Y | +452.1% | +402.2% | +49.9% | +211.9% |
| 10Y | +2,986.0% | +302.3% | +2,683.6% | +1,665.0% |
| All | +154,996.1% | +14,635.5% | +140,360.6% | +26,295.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling