+2,986.0%
KLAC vs CAPR
-77.3%
+3,063.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -3.1% |
| 7D | +6.2% | -12.6% | +18.8% | +6.5% |
| 30D | -5.0% | +124.4% | -129.4% | -7.3% |
| 3M | -14.4% | -66.8% | +52.4% | -13.5% |
| 6M | +28.3% | -71.8% | +100.1% | +30.0% |
| YTD | +51.1% | -70.1% | +121.2% | +52.7% |
| 1Y | +100.4% | +33.3% | +67.0% | +84.2% |
| 3Y | +276.3% | +36.7% | +239.6% | +230.2% |
| 5Y | +452.1% | +72.5% | +379.6% | +371.3% |
| 10Y | +2,986.0% | -77.3% | +3,063.2% | +2,356.5% |
| All | +2,986.0% | -77.3% | +3,063.2% | +2,356.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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