+433.3%
KLAC vs CAKE
+157.8%
+275.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.4% | +1.4% |
| 7D | -2.7% | -4.5% | +1.9% | -1.1% |
| 30D | -13.2% | -12.4% | -0.7% | -9.4% |
| 3M | -25.0% | +37.3% | -62.4% | -34.4% |
| 6M | +23.6% | +70.7% | -47.1% | -0.8% |
| YTD | +49.2% | +106.0% | -56.8% | +11.5% |
| 1Y | +89.3% | +79.7% | +9.7% | +48.0% |
| 3Y | +274.4% | +267.8% | +6.6% | +116.1% |
| All | +433.3% | +157.8% | +275.5% | +228.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 5y: compounded portfolio wealth divided by compounded CAKE 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…
5y analysis · Full analysis span regression · 6 months rolling