+288.8%
KLAC vs CAPR
+42.0%
+246.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.4% | +1.9% |
| 7D | +10.6% | -9.5% | +20.1% | +10.7% |
| 30D | -4.5% | +121.5% | -126.0% | -5.6% |
| 3M | -10.3% | -65.4% | +55.1% | -9.7% |
| 6M | +40.9% | -67.5% | +108.4% | +41.8% |
| YTD | +56.1% | -68.6% | +124.7% | +57.0% |
| 1Y | +109.0% | +42.7% | +66.3% | +101.2% |
| 3Y | +288.8% | +43.4% | +245.5% | +247.9% |
| All | +288.8% | +42.0% | +246.8% | +247.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling