+118.6%
KLAC vs CAI
-8.1%
+126.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | +10.6% | +0.2% | +10.4% | +10.6% |
| 30D | -4.5% | +9.1% | -13.6% | -5.5% |
| 3M | -10.3% | +53.8% | -64.0% | -14.9% |
| 6M | +40.9% | +33.5% | +7.4% | +34.2% |
| YTD | +56.1% | -8.0% | +64.1% | +55.4% |
| 1Y | +109.0% | -28.7% | +137.7% | +110.0% |
| All | +118.6% | -8.1% | +126.6% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling