+108.9%
KLAC vs CAI
-9.9%
+118.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.7% | +1.8% |
| 7D | -2.7% | -2.9% | +0.2% | -2.4% |
| 30D | -13.2% | +9.3% | -22.5% | -14.0% |
| 3M | -25.0% | +35.2% | -60.2% | -27.8% |
| 6M | +23.6% | +30.7% | -7.1% | +18.0% |
| YTD | +49.2% | -9.8% | +59.0% | +48.9% |
| 1Y | +89.3% | -28.9% | +118.2% | +90.6% |
| All | +108.9% | -9.9% | +118.8% | +107.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling