+113.7%
KLAC vs CAI
-31.3%
+144.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.4% |
| 7D | +5.7% | -2.2% | +7.9% | +6.0% |
| 30D | -3.6% | +52.4% | -56.0% | -9.1% |
| 3M | -12.8% | +45.1% | -57.9% | -17.3% |
| 6M | +26.1% | +26.2% | -0.2% | +20.8% |
| YTD | +53.3% | -7.1% | +60.4% | +54.9% |
| 1Y | +113.7% | -31.0% | +144.7% | +127.6% |
| All | +113.7% | -31.3% | +144.9% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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